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Bandwidth Inc. Class A Common Stock BAND

i

Market dataready · fetched 2026-11-06T14:12:33.344Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-05T22:58:43.056243938Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T14:12:32.805509+00:00

Share price$37.50
1D-5.5%
AH$37.29$38.07$38.86$39.64$40.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBAND
Sold putSold callAH

Bandwidth Inc. Class A Common Stock options

Live interpolated BAND call and put midpoint premiums by absolute delta.Bandwidth Inc. Class A Common Stock$0.56$2.60$4.65$6.70$8.74$21.31$30.16$39.01$47.86$56.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BAND spot · $37.50BAND PRICE$0.88$1.12$1.45$1.78$2.12$2.55$3.14$3.73$4.31$4.90$5.93$7.04$8.15$0.78$0.98$1.21$1.67$2.12$2.58$3.04$3.50$3.95
Puts——
CallsCheap0.73×
Skew——
Implied moveBalanced±$6.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.40120.0%28.8%32.5387.5%15.3%
25Δ44.65111.7%22.0%33.8182.9%12.5%
30Δ43.37112.1%19.5%35.0678.7%9.7%
35Δ42.08112.4%17.0%35.8580.2%8.8%
40Δ40.79112.7%14.4%36.6581.7%7.9%
45Δ39.58114.1%12.3%37.4583.1%7.0%
50Δ38.48117.1%11.0%38.2484.6%6.1%
55Δ37.38120.2%9.6%39.0486.1%5.2%
60Δ36.28123.3%8.3%39.8387.5%4.3%
65Δ35.18126.4%6.9%
70Δ33.75131.4%5.8%
75Δ32.24136.9%4.8%
80Δ30.74142.3%3.7%

20Δ

Calls
Pseudo strike
47.40
IV
120.0%
B/E move
28.8%
Puts
Pseudo strike
32.53
IV
87.5%
B/E move
15.3%

25Δ

Calls
Pseudo strike
44.65
IV
111.7%
B/E move
22.0%
Puts
Pseudo strike
33.81
IV
82.9%
B/E move
12.5%

30Δ

Calls
Pseudo strike
43.37
IV
112.1%
B/E move
19.5%
Puts
Pseudo strike
35.06
IV
78.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
42.08
IV
112.4%
B/E move
17.0%
Puts
Pseudo strike
35.85
IV
80.2%
B/E move
8.8%

40Δ

Calls
Pseudo strike
40.79
IV
112.7%
B/E move
14.4%
Puts
Pseudo strike
36.65
IV
81.7%
B/E move
7.9%

45Δ

Calls
Pseudo strike
39.58
IV
114.1%
B/E move
12.3%
Puts
Pseudo strike
37.45
IV
83.1%
B/E move
7.0%

50Δ

Calls
Pseudo strike
38.48
IV
117.1%
B/E move
11.0%
Puts
Pseudo strike
38.24
IV
84.6%
B/E move
6.1%

55Δ

Calls
Pseudo strike
37.38
IV
120.2%
B/E move
9.6%
Puts
Pseudo strike
39.04
IV
86.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
36.28
IV
123.3%
B/E move
8.3%
Puts
Pseudo strike
39.83
IV
87.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
35.18
IV
126.4%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.75
IV
131.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.24
IV
136.9%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.74
IV
142.3%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend86.94%
Daily close
BAND77.9%98.3%118.7%2026-08-10: 88.39%2026-08-11: 90.38%2026-08-12: 85.93%2026-08-13: 86.30%2026-08-14: 87.05%2026-08-17: 88.89%2026-08-18: 89.06%2026-08-21: 83.28%2026-08-24: 83.19%2026-08-25: 84.22%2026-08-26: 85.29%2026-08-27: 84.01%2026-08-28: 83.19%2026-08-31: 85.34%2026-09-01: 82.60%2026-09-02: 83.75%2026-09-03: 80.76%2026-09-04: 82.03%2026-09-08: 87.96%2026-09-09: 88.02%2026-09-10: 89.77%2026-09-11: 91.45%2026-09-14: 99.06%2026-09-15: 97.07%2026-09-16: 101.49%2026-09-17: 115.92%2026-09-18: 89.07%2026-09-21: 92.06%2026-09-22: 95.15%2026-09-23: 93.97%2026-09-24: 99.50%2026-09-25: 96.47%2026-09-28: 100.10%2026-09-29: 100.26%2026-09-30: 96.76%2026-10-01: 97.56%2026-10-02: 95.32%2026-10-05: 97.40%2026-10-06: 94.49%2026-10-07: 95.98%2026-10-08: 96.51%2026-10-09: 94.70%2026-10-12: 102.20%2026-10-13: 103.54%2026-10-14: 104.97%2026-10-16: 103.88%2026-10-19: 103.88%2026-10-20: 104.97%2026-10-21: 104.67%2026-10-22: 109.30%2026-10-23: 108.06%2026-10-26: 110.33%2026-10-27: 109.34%2026-10-28: 114.43%2026-10-29: 84.57%2026-10-30: 86.94%Aug 10Sep 21Oct 30
56 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
88.39%
90.38%
85.93%
86.30%
87.05%
88.89%
89.06%
83.28%
83.19%
84.22%
85.29%
84.01%
83.19%
85.34%
82.60%
83.75%
80.76%
82.03%
87.96%
88.02%
89.77%
91.45%
99.06%
97.07%
101.49%
115.92%
89.07%
92.06%
95.15%
93.97%
99.50%
96.47%
100.10%
100.26%
96.76%
97.56%
95.32%
97.40%
94.49%
95.98%
96.51%
94.70%
102.20%
103.54%
104.97%
103.88%
103.88%
104.97%
104.67%
109.30%
108.06%
110.33%
109.34%
114.43%
84.57%
86.94%