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BWX Technologies, Inc. BWXT

i

Market dataready · fetched 2026-11-04T03:41:47.335Z

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 · 2026-11-04T00:04:07.557014826Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:41:46.089403+00:00

Share price$132.31
1D+1.4%
AH$129$131$132$134$1355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBWXT
Sold putSold callAH

BWX Technologies, Inc. options

Live interpolated BWXT call and put midpoint premiums by absolute delta.BWX Technologies, Inc.$1.07$5.18$9.30$13.41$17.53$112.33$122.05$131.77$141.49$151.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BWXT spot · $132.31BWXT PRICE$1.51$1.94$2.37$3.06$3.78$4.51$5.47$6.46$7.51$8.84$10.17$11.80$13.53$1.87$2.49$3.17$4.03$4.89$5.72$6.54$7.41$8.57$9.72$11.26$13.17$16.34
PutsCheap0.93×
CallsCheap0.95×
SkewBearish+2.45 pp
Implied moveBearish±$12.02
TiltBearish8.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ145.9949.6%11.5%120.6955.1%10.2%
25Δ143.1048.0%9.6%123.1654.5%8.8%
30Δ140.3545.9%7.9%125.5054.2%7.5%
35Δ138.5146.8%7.0%127.5154.9%6.7%
40Δ136.8148.1%6.3%129.5155.6%5.8%
45Δ135.1049.4%5.5%131.4454.6%5.0%
50Δ133.2950.4%4.9%133.3653.1%4.2%
55Δ131.4751.4%4.2%135.2751.7%3.4%
60Δ129.6152.4%3.6%137.1651.0%2.8%
65Δ127.5553.2%3.1%139.0650.3%2.3%
70Δ125.5054.0%2.5%141.2350.2%1.8%
75Δ123.2154.2%2.0%143.6850.7%1.4%
80Δ120.8554.3%1.6%147.3053.7%1.0%

20Δ

Calls
Pseudo strike
145.99
IV
49.6%
B/E move
11.5%
Puts
Pseudo strike
120.69
IV
55.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
143.10
IV
48.0%
B/E move
9.6%
Puts
Pseudo strike
123.16
IV
54.5%
B/E move
8.8%

30Δ

Calls
Pseudo strike
140.35
IV
45.9%
B/E move
7.9%
Puts
Pseudo strike
125.50
IV
54.2%
B/E move
7.5%

35Δ

Calls
Pseudo strike
138.51
IV
46.8%
B/E move
7.0%
Puts
Pseudo strike
127.51
IV
54.9%
B/E move
6.7%

40Δ

Calls
Pseudo strike
136.81
IV
48.1%
B/E move
6.3%
Puts
Pseudo strike
129.51
IV
55.6%
B/E move
5.8%

45Δ

Calls
Pseudo strike
135.10
IV
49.4%
B/E move
5.5%
Puts
Pseudo strike
131.44
IV
54.6%
B/E move
5.0%

50Δ

Calls
Pseudo strike
133.29
IV
50.4%
B/E move
4.9%
Puts
Pseudo strike
133.36
IV
53.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
131.47
IV
51.4%
B/E move
4.2%
Puts
Pseudo strike
135.27
IV
51.7%
B/E move
3.4%

60Δ

Calls
Pseudo strike
129.61
IV
52.4%
B/E move
3.6%
Puts
Pseudo strike
137.16
IV
51.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
127.55
IV
53.2%
B/E move
3.1%
Puts
Pseudo strike
139.06
IV
50.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
125.50
IV
54.0%
B/E move
2.5%
Puts
Pseudo strike
141.23
IV
50.2%
B/E move
1.8%

75Δ

Calls
Pseudo strike
123.21
IV
54.2%
B/E move
2.0%
Puts
Pseudo strike
143.68
IV
50.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
120.85
IV
54.3%
B/E move
1.6%
Puts
Pseudo strike
147.30
IV
53.7%
B/E move
1.0%

Options history

IV · four-Friday blend52.03%
Daily close
BWXT39.8%48.0%56.3%2026-08-05: 48.34%2026-08-06: 47.50%2026-08-07: 46.27%2026-08-10: 47.09%2026-08-11: 44.68%2026-08-12: 43.93%2026-08-13: 43.29%2026-08-14: 42.35%2026-08-17: 41.83%2026-08-18: 42.25%2026-08-19: 42.89%2026-08-21: 41.89%2026-08-24: 42.92%2026-08-25: 43.03%2026-08-26: 42.95%2026-08-27: 41.82%2026-08-28: 42.28%2026-08-31: 41.71%2026-09-01: 42.29%2026-09-02: 41.45%2026-09-03: 41.41%2026-09-04: 40.89%2026-09-08: 45.17%2026-09-09: 44.37%2026-09-10: 43.08%2026-09-11: 42.30%2026-09-14: 44.63%2026-09-15: 45.53%2026-09-16: 45.90%2026-09-17: 46.23%2026-09-18: 42.99%2026-09-21: 43.29%2026-09-22: 43.94%2026-09-23: 43.84%2026-09-24: 44.67%2026-09-25: 42.75%2026-09-28: 44.16%2026-09-29: 43.62%2026-09-30: 44.45%2026-10-01: 43.96%2026-10-02: 43.05%2026-10-05: 42.83%2026-10-06: 44.23%2026-10-07: 45.51%2026-10-08: 47.57%2026-10-09: 43.82%2026-10-12: 45.42%2026-10-13: 45.93%2026-10-14: 47.21%2026-10-15: 55.14%2026-10-16: 44.79%2026-10-19: 44.20%2026-10-20: 46.88%2026-10-21: 44.83%2026-10-22: 51.80%2026-10-23: 53.87%2026-10-26: 48.95%2026-10-27: 48.99%2026-10-28: 51.70%2026-10-29: 49.43%2026-10-30: 52.03%Aug 5Sep 18Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
48.34%
47.50%
46.27%
47.09%
44.68%
43.93%
43.29%
42.35%
41.83%
42.25%
42.89%
41.89%
42.92%
43.03%
42.95%
41.82%
42.28%
41.71%
42.29%
41.45%
41.41%
40.89%
45.17%
44.37%
43.08%
42.30%
44.63%
45.53%
45.90%
46.23%
42.99%
43.29%
43.94%
43.84%
44.67%
42.75%
44.16%
43.62%
44.45%
43.96%
43.05%
42.83%
44.23%
45.51%
47.57%
43.82%
45.42%
45.93%
47.21%
55.14%
44.79%
44.20%
46.88%
44.83%
51.80%
53.87%
48.95%
48.99%
51.70%
49.43%
52.03%