IntraAlpha
Create free account Start free

Westwater Resources, Inc. WWR

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
i

Market datapartial · fetched 2026-11-13T19:02:07.473Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T19:01:53.128929582Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T19:01:56.386186+00:00

Share price$0.41
1D+0.5%
$0.40$0.40$0.41$0.41$0.425:30 AM6:30 AM9:00 AM1:00 PMWWR
Sold putSold call

Westwater Resources, Inc. options

Live interpolated WWR call and put midpoint premiums by absolute delta.Westwater Resources, Inc.$0.21$0.29$0.38$0.47$0.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWWR PRICE$0.21$0.32$0.43$0.53
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ0.5988.9%6.6%
70Δ0.71100.5%5.3%
75Δ0.82112.2%3.9%
80Δ0.93123.8%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.59
IV
88.9%
B/E move
6.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.71
IV
100.5%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.82
IV
112.2%
B/E move
3.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
123.8%
B/E move
2.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations