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Wayfair Inc. W

i

Market dataready · fetched 2026-11-07T01:07:51.404Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:00:00.00281713Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:07:50.582737+00:00

Share price$111.74
1D-0.9%
AH$111$112$113$114$1165:30 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.$0.73$3.48$6.24$9.00$11.75$90.49$101.17$111.85$122.53$133.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive W spot · $111.74W PRICE$1.02$1.34$1.68$2.10$2.62$3.08$3.68$4.29$4.99$5.82$7.73$8.87$10.96$1.10$1.43$1.80$2.18$2.70$3.18$3.68$4.32$4.93$5.59$6.41$7.10$7.46
PutsCheap0.50×
CallsCheap0.58×
SkewBullish-9.23 pp
Implied moveBalanced±$7.35
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.6261.7%8.9%104.4761.3%7.5%
25Δ118.7460.4%7.5%106.1459.5%6.3%
30Δ117.1659.5%6.4%107.5458.3%5.4%
35Δ115.8860.3%5.6%108.8057.2%4.6%
40Δ114.7362.4%5.0%109.9258.3%4.0%
45Δ113.4461.5%4.3%111.0657.7%3.5%
50Δ112.2562.7%3.7%112.1756.6%2.9%
55Δ111.0263.0%3.2%113.2856.9%2.5%
60Δ109.7863.4%2.7%114.3955.9%2.0%
65Δ108.4764.4%2.3%115.4955.0%1.7%
70Δ106.4475.4%2.2%116.6954.6%1.3%
75Δ104.7975.4%1.7%117.7552.5%1.0%
80Δ102.3481.4%1.4%118.4647.8%0.7%

20Δ

Calls
Pseudo strike
120.62
IV
61.7%
B/E move
8.9%
Puts
Pseudo strike
104.47
IV
61.3%
B/E move
7.5%

25Δ

Calls
Pseudo strike
118.74
IV
60.4%
B/E move
7.5%
Puts
Pseudo strike
106.14
IV
59.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
117.16
IV
59.5%
B/E move
6.4%
Puts
Pseudo strike
107.54
IV
58.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
115.88
IV
60.3%
B/E move
5.6%
Puts
Pseudo strike
108.80
IV
57.2%
B/E move
4.6%

40Δ

Calls
Pseudo strike
114.73
IV
62.4%
B/E move
5.0%
Puts
Pseudo strike
109.92
IV
58.3%
B/E move
4.0%

45Δ

Calls
Pseudo strike
113.44
IV
61.5%
B/E move
4.3%
Puts
Pseudo strike
111.06
IV
57.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
112.25
IV
62.7%
B/E move
3.7%
Puts
Pseudo strike
112.17
IV
56.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
111.02
IV
63.0%
B/E move
3.2%
Puts
Pseudo strike
113.28
IV
56.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
109.78
IV
63.4%
B/E move
2.7%
Puts
Pseudo strike
114.39
IV
55.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
108.47
IV
64.4%
B/E move
2.3%
Puts
Pseudo strike
115.49
IV
55.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
106.44
IV
75.4%
B/E move
2.2%
Puts
Pseudo strike
116.69
IV
54.6%
B/E move
1.3%

75Δ

Calls
Pseudo strike
104.79
IV
75.4%
B/E move
1.7%
Puts
Pseudo strike
117.75
IV
52.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
102.34
IV
81.4%
B/E move
1.4%
Puts
Pseudo strike
118.46
IV
47.8%
B/E move
0.7%

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%