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Babcock & Wilcox Enterprises, Inc. BW

i

Market dataready · fetched 2026-11-03T19:56:36.740Z

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 · 2026-11-03T19:55:51.219336881Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T19:56:36.190469+00:00

Share price$4.25
1D+1.1%
$4.13$4.18$4.23$4.29$4.345:30 AM6:30 AM9:00 AM1:00 PMBW
Sold putSold call

Babcock & Wilcox Enterprises, Inc. options

Live interpolated BW call and put midpoint premiums by absolute delta.Babcock & Wilcox Enterprises, Inc.$0.08$0.50$0.91$1.33$1.75$2.78$3.53$4.28$5.03$5.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BW spot · $4.25BW PRICE$0.12$0.16$0.20$0.25$0.31$0.37$0.43$0.49$0.55$0.63$0.84$1.06$1.27$0.17$0.21$0.25$0.30$0.40$0.51$0.62$0.73$0.84$0.95$1.16$1.40$1.63
PutsExpensive1.30×
CallsExpensive1.41×
SkewBullish-6.20 pp
Implied moveBearish±$1.05
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.69129.2%36.5%3.27135.7%27.1%
25Δ5.43129.2%31.3%3.51130.0%22.5%
30Δ5.17129.1%26.1%3.75124.2%17.9%
35Δ4.94129.1%22.0%3.98118.4%13.3%
40Δ4.78129.1%19.6%4.15120.4%11.9%
45Δ4.62129.1%17.2%4.32122.8%10.6%
50Δ4.46129.2%14.9%4.48125.3%9.4%
55Δ4.30129.2%12.5%4.64127.7%8.1%
60Δ4.14129.2%10.2%4.80130.2%6.9%
65Δ3.96130.8%8.0%4.97132.6%5.6%
70Δ3.70142.1%6.8%5.22134.1%4.6%
75Δ3.44153.4%5.7%5.49135.2%3.6%
80Δ3.18164.8%4.6%5.77136.4%2.7%

20Δ

Calls
Pseudo strike
5.69
IV
129.2%
B/E move
36.5%
Puts
Pseudo strike
3.27
IV
135.7%
B/E move
27.1%

25Δ

Calls
Pseudo strike
5.43
IV
129.2%
B/E move
31.3%
Puts
Pseudo strike
3.51
IV
130.0%
B/E move
22.5%

30Δ

Calls
Pseudo strike
5.17
IV
129.1%
B/E move
26.1%
Puts
Pseudo strike
3.75
IV
124.2%
B/E move
17.9%

35Δ

Calls
Pseudo strike
4.94
IV
129.1%
B/E move
22.0%
Puts
Pseudo strike
3.98
IV
118.4%
B/E move
13.3%

40Δ

Calls
Pseudo strike
4.78
IV
129.1%
B/E move
19.6%
Puts
Pseudo strike
4.15
IV
120.4%
B/E move
11.9%

45Δ

Calls
Pseudo strike
4.62
IV
129.1%
B/E move
17.2%
Puts
Pseudo strike
4.32
IV
122.8%
B/E move
10.6%

50Δ

Calls
Pseudo strike
4.46
IV
129.2%
B/E move
14.9%
Puts
Pseudo strike
4.48
IV
125.3%
B/E move
9.4%

55Δ

Calls
Pseudo strike
4.30
IV
129.2%
B/E move
12.5%
Puts
Pseudo strike
4.64
IV
127.7%
B/E move
8.1%

60Δ

Calls
Pseudo strike
4.14
IV
129.2%
B/E move
10.2%
Puts
Pseudo strike
4.80
IV
130.2%
B/E move
6.9%

65Δ

Calls
Pseudo strike
3.96
IV
130.8%
B/E move
8.0%
Puts
Pseudo strike
4.97
IV
132.6%
B/E move
5.6%

70Δ

Calls
Pseudo strike
3.70
IV
142.1%
B/E move
6.8%
Puts
Pseudo strike
5.22
IV
134.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
3.44
IV
153.4%
B/E move
5.7%
Puts
Pseudo strike
5.49
IV
135.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
3.18
IV
164.8%
B/E move
4.6%
Puts
Pseudo strike
5.77
IV
136.4%
B/E move
2.7%

Options history

IV · four-Friday blend134.09%
Daily close
BW76.4%113.6%150.7%2026-08-05: 134.78%2026-08-06: 139.86%2026-08-07: 130.74%2026-08-10: 145.62%2026-08-11: 112.07%2026-08-12: 103.47%2026-08-13: 105.91%2026-08-14: 94.79%2026-08-17: 93.76%2026-08-18: 98.23%2026-08-19: 94.99%2026-08-20: 89.24%2026-08-21: 92.49%2026-08-24: 95.69%2026-08-25: 88.00%2026-08-26: 93.89%2026-08-27: 95.20%2026-08-28: 84.04%2026-08-31: 85.40%2026-09-01: 83.30%2026-09-02: 84.61%2026-09-03: 83.64%2026-09-04: 81.53%2026-09-08: 87.97%2026-09-09: 83.61%2026-09-10: 98.54%2026-09-11: 89.51%2026-09-14: 89.65%2026-09-15: 90.30%2026-09-16: 98.30%2026-09-17: 91.87%2026-09-18: 88.96%2026-09-21: 96.51%2026-09-22: 94.04%2026-09-23: 92.70%2026-09-25: 95.49%2026-09-28: 101.62%2026-09-29: 98.05%2026-09-30: 106.17%2026-10-02: 95.44%2026-10-05: 95.30%2026-10-06: 95.81%2026-10-12: 105.40%2026-10-13: 98.09%2026-10-15: 126.96%2026-10-16: 104.77%2026-10-19: 101.46%2026-10-20: 103.37%2026-10-21: 103.99%2026-10-22: 103.34%2026-10-23: 103.13%2026-10-26: 103.50%2026-10-27: 103.71%2026-10-28: 101.43%2026-10-29: 107.61%2026-10-30: 134.09%Aug 5Sep 14Oct 30
56 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
134.78%
139.86%
130.74%
145.62%
112.07%
103.47%
105.91%
94.79%
93.76%
98.23%
94.99%
89.24%
92.49%
95.69%
88.00%
93.89%
95.20%
84.04%
85.40%
83.30%
84.61%
83.64%
81.53%
87.97%
83.61%
98.54%
89.51%
89.65%
90.30%
98.30%
91.87%
88.96%
96.51%
94.04%
92.70%
95.49%
101.62%
98.05%
106.17%
95.44%
95.30%
95.81%
105.40%
98.09%
126.96%
104.77%
101.46%
103.37%
103.99%
103.34%
103.13%
103.50%
103.71%
101.43%
107.61%
134.09%