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GUIDEWIRE SOFTWARE, INC. GWRE

i

Market datapartial · fetched 2026-11-03T23:45:40.652Z

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 priceGWRE
1D
Price history unavailable.

GUIDEWIRE SOFTWARE, INC. options

Live interpolated GWRE call and put midpoint premiums by absolute delta.GUIDEWIRE SOFTWARE, INC.$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 PRICEGWRE 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 blend61.76%
Daily close
GWRE50.8%60.5%70.1%2026-08-05: 59.07%2026-08-06: 59.42%2026-08-07: 57.60%2026-08-10: 59.37%2026-08-11: 58.02%2026-08-12: 57.74%2026-08-13: 62.23%2026-08-14: 58.93%2026-08-17: 60.44%2026-08-18: 60.09%2026-08-19: 60.39%2026-08-20: 61.41%2026-08-21: 59.18%2026-08-24: 61.02%2026-08-25: 61.33%2026-08-26: 60.12%2026-08-27: 60.22%2026-08-28: 59.92%2026-08-31: 59.72%2026-09-01: 62.32%2026-09-02: 63.56%2026-09-03: 68.79%2026-09-04: 52.15%2026-09-08: 56.21%2026-09-09: 55.46%2026-09-10: 54.17%2026-09-11: 53.17%2026-09-14: 56.82%2026-09-15: 57.23%2026-09-16: 56.53%2026-09-17: 57.14%2026-09-18: 53.83%2026-09-21: 54.36%2026-09-22: 55.45%2026-09-23: 54.42%2026-09-24: 54.93%2026-09-25: 55.92%2026-09-28: 56.58%2026-09-29: 56.46%2026-09-30: 55.52%2026-10-01: 56.68%2026-10-02: 56.81%2026-10-05: 57.33%2026-10-06: 55.12%2026-10-07: 55.32%2026-10-08: 55.66%2026-10-09: 54.33%2026-10-12: 56.63%2026-10-13: 57.22%2026-10-14: 59.89%2026-10-15: 60.09%2026-10-16: 59.29%2026-10-19: 58.96%2026-10-20: 59.19%2026-10-21: 59.48%2026-10-22: 60.50%2026-10-23: 59.52%2026-10-26: 60.79%2026-10-27: 61.24%2026-10-28: 59.82%2026-10-29: 57.96%2026-10-30: 61.76%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
59.07%
59.42%
57.60%
59.37%
58.02%
57.74%
62.23%
58.93%
60.44%
60.09%
60.39%
61.41%
59.18%
61.02%
61.33%
60.12%
60.22%
59.92%
59.72%
62.32%
63.56%
68.79%
52.15%
56.21%
55.46%
54.17%
53.17%
56.82%
57.23%
56.53%
57.14%
53.83%
54.36%
55.45%
54.42%
54.93%
55.92%
56.58%
56.46%
55.52%
56.68%
56.81%
57.33%
55.12%
55.32%
55.66%
54.33%
56.63%
57.22%
59.89%
60.09%
59.29%
58.96%
59.19%
59.48%
60.50%
59.52%
60.79%
61.24%
59.82%
57.96%
61.76%