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Bridgewater Bancshares, Inc. Common Stock BWB

i

Market datapartial · fetched 2026-11-05T22:18:49.557Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceBWB
1D
Price history unavailable.

Bridgewater Bancshares, Inc. Common Stock options

Live interpolated BWB call and put midpoint premiums by absolute delta.Bridgewater Bancshares, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBWB PRICE
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
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend48.11%
Daily close
BWB35.4%98.7%162.0%2026-08-07: 47.41%2026-08-10: 53.40%2026-08-11: 73.11%2026-08-12: 60.36%2026-08-13: 61.04%2026-08-14: 49.57%2026-08-17: 75.71%2026-08-19: 90.31%2026-08-24: 49.25%2026-08-26: 48.78%2026-08-27: 48.90%2026-08-28: 55.70%2026-08-31: 53.83%2026-09-01: 50.63%2026-09-04: 66.41%2026-09-09: 59.19%2026-09-10: 63.14%2026-09-11: 64.52%2026-09-14: 66.72%2026-09-16: 121.46%2026-09-17: 153.24%2026-09-18: 55.91%2026-09-21: 60.49%2026-09-22: 52.58%2026-09-23: 54.03%2026-09-24: 55.08%2026-09-25: 57.44%2026-09-28: 66.86%2026-09-29: 57.54%2026-09-30: 60.09%2026-10-01: 58.93%2026-10-02: 45.62%2026-10-05: 62.65%2026-10-07: 69.30%2026-10-08: 60.00%2026-10-09: 64.94%2026-10-13: 93.86%2026-10-14: 90.83%2026-10-15: 87.52%2026-10-16: 47.08%2026-10-19: 44.14%2026-10-20: 53.50%2026-10-22: 55.13%2026-10-23: 61.08%2026-10-26: 63.71%2026-10-27: 58.17%2026-10-28: 47.33%2026-10-29: 48.07%2026-10-30: 48.11%Aug 7Sep 23Oct 30
49 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
47.41%
53.40%
73.11%
60.36%
61.04%
49.57%
75.71%
90.31%
49.25%
48.78%
48.90%
55.70%
53.83%
50.63%
66.41%
59.19%
63.14%
64.52%
66.72%
121.46%
153.24%
55.91%
60.49%
52.58%
54.03%
55.08%
57.44%
66.86%
57.54%
60.09%
58.93%
45.62%
62.65%
69.30%
60.00%
64.94%
93.86%
90.83%
87.52%
47.08%
44.14%
53.50%
55.13%
61.08%
63.71%
58.17%
47.33%
48.07%
48.11%