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Breakwave Tanker Shipping ETF BWET

i

Market dataready · fetched 2026-11-04T03:51:03.240Z

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 · 2026-11-04T01:00:00.048674049Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T03:51:02.649657+00:00

Share price$835.00
1D-1.8%
AH$833$839$845$850$8565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWET
Sold putSold callAH

Breakwave Tanker Shipping ETF options

Live interpolated BWET call and put midpoint premiums by absolute delta.Breakwave Tanker Shipping ETF$10.73$90.22$169.70$249.19$328.68$557.00$688.22$819.44$950.67$1081.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWET spot · $835.00BWET PRICE$19.33$25.76$32.97$40.66$48.85$58.29$69.00$80.83$92.52$106.90$120.20$137.63$158.82$31.03$40.94$52.13$62.50$75.86$89.85$105.81$124.63$145.26$170.28$199.37$242.68$305.76
PutsExpensive1.70×
CallsExpensive1.32×
SkewBearish+17.42 pp
Implied moveBearish±$174.81
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1042.67106.7%27.2%684.14133.5%21.8%
25Δ1003.77106.9%23.3%719.42131.1%18.7%
30Δ971.38108.0%20.3%751.03130.0%16.3%
35Δ940.74108.3%17.5%781.74125.7%13.9%
40Δ911.86108.0%15.1%810.22125.3%12.1%
45Δ885.76109.0%13.1%838.32123.9%10.4%
50Δ860.71110.6%11.3%866.69123.3%8.9%
55Δ835.56112.1%9.7%896.35123.5%7.6%
60Δ810.15111.4%8.1%927.16123.3%6.4%
65Δ784.57112.7%6.8%961.23124.0%5.3%
70Δ759.44110.6%5.3%998.78124.7%4.3%
75Δ732.50110.9%4.2%1049.21129.0%3.4%
80Δ702.83111.9%3.2%1118.78136.2%2.6%

20Δ

Calls
Pseudo strike
1042.67
IV
106.7%
B/E move
27.2%
Puts
Pseudo strike
684.14
IV
133.5%
B/E move
21.8%

25Δ

Calls
Pseudo strike
1003.77
IV
106.9%
B/E move
23.3%
Puts
Pseudo strike
719.42
IV
131.1%
B/E move
18.7%

30Δ

Calls
Pseudo strike
971.38
IV
108.0%
B/E move
20.3%
Puts
Pseudo strike
751.03
IV
130.0%
B/E move
16.3%

35Δ

Calls
Pseudo strike
940.74
IV
108.3%
B/E move
17.5%
Puts
Pseudo strike
781.74
IV
125.7%
B/E move
13.9%

40Δ

Calls
Pseudo strike
911.86
IV
108.0%
B/E move
15.1%
Puts
Pseudo strike
810.22
IV
125.3%
B/E move
12.1%

45Δ

Calls
Pseudo strike
885.76
IV
109.0%
B/E move
13.1%
Puts
Pseudo strike
838.32
IV
123.9%
B/E move
10.4%

50Δ

Calls
Pseudo strike
860.71
IV
110.6%
B/E move
11.3%
Puts
Pseudo strike
866.69
IV
123.3%
B/E move
8.9%

55Δ

Calls
Pseudo strike
835.56
IV
112.1%
B/E move
9.7%
Puts
Pseudo strike
896.35
IV
123.5%
B/E move
7.6%

60Δ

Calls
Pseudo strike
810.15
IV
111.4%
B/E move
8.1%
Puts
Pseudo strike
927.16
IV
123.3%
B/E move
6.4%

65Δ

Calls
Pseudo strike
784.57
IV
112.7%
B/E move
6.8%
Puts
Pseudo strike
961.23
IV
124.0%
B/E move
5.3%

70Δ

Calls
Pseudo strike
759.44
IV
110.6%
B/E move
5.3%
Puts
Pseudo strike
998.78
IV
124.7%
B/E move
4.3%

75Δ

Calls
Pseudo strike
732.50
IV
110.9%
B/E move
4.2%
Puts
Pseudo strike
1049.21
IV
129.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
702.83
IV
111.9%
B/E move
3.2%
Puts
Pseudo strike
1118.78
IV
136.2%
B/E move
2.6%

Options history

IV · four-Friday blend101.95%
Daily close
BWET80.4%115.2%150.0%2026-08-05: 119.45%2026-08-06: 116.64%2026-08-07: 110.23%2026-08-10: 108.32%2026-08-11: 102.55%2026-08-12: 104.17%2026-08-17: 104.29%2026-08-18: 101.46%2026-08-19: 94.87%2026-08-20: 96.74%2026-08-21: 95.96%2026-08-24: 99.59%2026-08-25: 96.74%2026-08-26: 102.33%2026-08-27: 101.10%2026-08-28: 98.83%2026-08-31: 101.39%2026-09-01: 91.72%2026-09-02: 89.49%2026-09-03: 90.19%2026-09-04: 85.18%2026-09-08: 92.14%2026-09-09: 95.97%2026-09-10: 107.22%2026-09-11: 126.43%2026-09-14: 145.17%2026-09-15: 139.51%2026-09-16: 129.43%2026-09-17: 124.46%2026-09-22: 126.18%2026-09-23: 122.41%2026-09-24: 124.80%2026-09-25: 119.14%2026-09-28: 119.69%2026-09-29: 119.81%2026-10-07: 106.87%2026-10-09: 107.54%2026-10-12: 111.96%2026-10-13: 111.43%2026-10-14: 107.70%2026-10-15: 114.40%2026-10-20: 103.28%2026-10-21: 101.95%Aug 5Sep 8Oct 21
43 observations2026-08-05 — 2026-10-21
Table
DateIV (%)
119.45%
116.64%
110.23%
108.32%
102.55%
104.17%
104.29%
101.46%
94.87%
96.74%
95.96%
99.59%
96.74%
102.33%
101.10%
98.83%
101.39%
91.72%
89.49%
90.19%
85.18%
92.14%
95.97%
107.22%
126.43%
145.17%
139.51%
129.43%
124.46%
126.18%
122.41%
124.80%
119.14%
119.69%
119.81%
106.87%
107.54%
111.96%
111.43%
107.70%
114.40%
103.28%
101.95%