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Wayfair Inc W

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-15T20:02:56.506Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.823893871Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:24.017449+00:00

Share price$111.93
1D+2.3%
AH$107$109$110$112$1135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMW
Sold putSold callAH

Wayfair Inc options

Live interpolated W call and put midpoint premiums by absolute delta.Wayfair Inc$0.40$1.41$2.41$3.42$4.42$103.90$107.36$110.83$114.29$117.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $111.93OPTION PRICELive W spot · $111.93W PRICE$0.64$0.64$0.88$1.12$1.23$1.37$1.53$1.97$2.40$2.75$2.99$3.13$3.27$0.51$0.69$0.84$1.02$1.22$1.49$1.76$2.07$2.44$3.01$3.28$3.49$4.13
PutsExpensive2.83×
CallsFair1.01×
SkewBullish-2.60 pp
Implied moveBearish±$3.29
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ119.18116.6%7.0%108.3475.7%3.7%
25Δ115.0274.6%3.3%109.0277.2%3.2%
30Δ114.4979.2%3.1%109.7773.6%2.7%
35Δ113.9583.3%2.8%110.3972.0%2.3%
40Δ113.1775.3%2.2%110.9671.3%2.0%
45Δ112.5770.6%1.8%111.5072.4%1.7%
50Δ112.0166.8%1.4%112.0373.6%1.5%
55Δ111.4573.1%1.3%112.5773.6%1.3%
60Δ110.8878.1%1.2%113.1674.8%1.1%
65Δ110.2977.5%1.0%113.8780.0%1.0%
70Δ109.8273.8%0.8%114.3776.1%0.8%
75Δ109.4567.0%0.6%114.8270.3%0.5%
80Δ109.0960.1%0.4%115.6271.3%0.4%

20Δ

Calls
Pseudo strike
119.18
IV
116.6%
B/E move
7.0%
Puts
Pseudo strike
108.34
IV
75.7%
B/E move
3.7%

25Δ

Calls
Pseudo strike
115.02
IV
74.6%
B/E move
3.3%
Puts
Pseudo strike
109.02
IV
77.2%
B/E move
3.2%

30Δ

Calls
Pseudo strike
114.49
IV
79.2%
B/E move
3.1%
Puts
Pseudo strike
109.77
IV
73.6%
B/E move
2.7%

35Δ

Calls
Pseudo strike
113.95
IV
83.3%
B/E move
2.8%
Puts
Pseudo strike
110.39
IV
72.0%
B/E move
2.3%

40Δ

Calls
Pseudo strike
113.17
IV
75.3%
B/E move
2.2%
Puts
Pseudo strike
110.96
IV
71.3%
B/E move
2.0%

45Δ

Calls
Pseudo strike
112.57
IV
70.6%
B/E move
1.8%
Puts
Pseudo strike
111.50
IV
72.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
112.01
IV
66.8%
B/E move
1.4%
Puts
Pseudo strike
112.03
IV
73.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
111.45
IV
73.1%
B/E move
1.3%
Puts
Pseudo strike
112.57
IV
73.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
110.88
IV
78.1%
B/E move
1.2%
Puts
Pseudo strike
113.16
IV
74.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
110.29
IV
77.5%
B/E move
1.0%
Puts
Pseudo strike
113.87
IV
80.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
109.82
IV
73.8%
B/E move
0.8%
Puts
Pseudo strike
114.37
IV
76.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
109.45
IV
67.0%
B/E move
0.6%
Puts
Pseudo strike
114.82
IV
70.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
109.09
IV
60.1%
B/E move
0.4%
Puts
Pseudo strike
115.62
IV
71.3%
B/E move
0.4%