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Wayfair Inc. W

i

Market datapartial · fetched 2026-11-06T18:44:54.169Z

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

PriceAlpaca · sip · 2026-11-06T18:44:16.412655211Z

FundamentalsAlpha Vantage · unavailable

Share price$113.94
1D+1.0%
$111$112$113$114$1165:30 AM6:30 AM9:00 AM1:00 PMW
Sold putSold call

Wayfair Inc. options

Live interpolated W call and put midpoint premiums by absolute delta.Wayfair 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 PRICEW 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 blend90.78%
Daily close
W47.0%70.5%94.0%2026-08-10: 60.16%2026-08-11: 59.14%2026-08-12: 58.27%2026-08-13: 58.89%2026-08-14: 54.68%2026-08-17: 56.73%2026-08-18: 56.68%2026-08-19: 57.08%2026-08-20: 57.13%2026-08-21: 50.72%2026-08-24: 56.31%2026-08-25: 57.08%2026-08-26: 56.04%2026-08-27: 56.92%2026-08-28: 50.28%2026-08-31: 53.58%2026-09-01: 55.17%2026-09-02: 55.59%2026-09-03: 57.84%2026-09-04: 54.76%2026-09-08: 62.70%2026-09-09: 61.09%2026-09-10: 60.92%2026-09-11: 54.11%2026-09-14: 59.54%2026-09-15: 60.94%2026-09-16: 61.11%2026-09-17: 57.17%2026-09-18: 53.66%2026-09-21: 57.07%2026-09-22: 56.85%2026-09-23: 60.71%2026-09-24: 60.51%2026-09-25: 55.43%2026-09-28: 60.27%2026-09-29: 59.55%2026-09-30: 60.86%2026-10-01: 61.31%2026-10-02: 55.86%2026-10-05: 57.32%2026-10-06: 56.10%2026-10-07: 56.46%2026-10-08: 58.90%2026-10-09: 58.86%2026-10-12: 61.95%2026-10-13: 62.98%2026-10-14: 65.79%2026-10-15: 66.45%2026-10-16: 70.75%2026-10-19: 71.42%2026-10-20: 71.82%2026-10-21: 67.46%2026-10-22: 73.63%2026-10-23: 75.61%2026-10-26: 81.22%2026-10-27: 82.05%2026-10-28: 85.90%2026-10-29: 86.46%2026-10-30: 90.78%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
60.16%
59.14%
58.27%
58.89%
54.68%
56.73%
56.68%
57.08%
57.13%
50.72%
56.31%
57.08%
56.04%
56.92%
50.28%
53.58%
55.17%
55.59%
57.84%
54.76%
62.70%
61.09%
60.92%
54.11%
59.54%
60.94%
61.11%
57.17%
53.66%
57.07%
56.85%
60.71%
60.51%
55.43%
60.27%
59.55%
60.86%
61.31%
55.86%
57.32%
56.10%
56.46%
58.90%
58.86%
61.95%
62.98%
65.79%
66.45%
70.75%
71.42%
71.82%
67.46%
73.63%
75.61%
81.22%
82.05%
85.90%
86.46%
90.78%