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Wayfair Inc W

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:17:31.765Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002719552Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:30.995203+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$1.72$9.46$17.19$24.93$32.67$80.13$96.01$111.89$127.78$143.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive W spot · $111.93W PRICE$2.55$3.43$4.28$5.31$6.44$7.67$8.99$10.25$11.79$13.82$15.86$18.02$20.88$3.23$4.38$5.65$6.94$8.42$10.20$12.14$14.06$16.32$18.85$21.63$25.40$30.44
PutsExpensive1.22×
CallsExpensive1.25×
SkewNeutral+0.20 pp
Implied moveBearish±$21.13
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ139.5072.1%26.9%95.0373.5%18.0%
25Δ134.6472.9%23.3%98.7173.8%15.7%
30Δ129.6871.6%19.7%102.1573.9%13.8%
35Δ125.8272.1%17.2%105.5973.2%11.9%
40Δ122.2272.6%14.9%108.8472.9%10.3%
45Δ118.7673.1%12.9%112.1373.4%8.9%
50Δ115.4073.5%11.1%115.4674.1%7.7%
55Δ112.1072.1%9.3%118.7773.2%6.5%
60Δ108.8171.8%7.7%122.2772.8%5.3%
65Δ105.5374.0%6.6%125.9372.5%4.3%
70Δ102.1474.2%5.4%129.7671.9%3.4%
75Δ98.6874.0%4.3%134.4572.4%2.6%
80Δ94.7375.1%3.3%140.3073.8%1.8%

20Δ

Calls
Pseudo strike
139.50
IV
72.1%
B/E move
26.9%
Puts
Pseudo strike
95.03
IV
73.5%
B/E move
18.0%

25Δ

Calls
Pseudo strike
134.64
IV
72.9%
B/E move
23.3%
Puts
Pseudo strike
98.71
IV
73.8%
B/E move
15.7%

30Δ

Calls
Pseudo strike
129.68
IV
71.6%
B/E move
19.7%
Puts
Pseudo strike
102.15
IV
73.9%
B/E move
13.8%

35Δ

Calls
Pseudo strike
125.82
IV
72.1%
B/E move
17.2%
Puts
Pseudo strike
105.59
IV
73.2%
B/E move
11.9%

40Δ

Calls
Pseudo strike
122.22
IV
72.6%
B/E move
14.9%
Puts
Pseudo strike
108.84
IV
72.9%
B/E move
10.3%

45Δ

Calls
Pseudo strike
118.76
IV
73.1%
B/E move
12.9%
Puts
Pseudo strike
112.13
IV
73.4%
B/E move
8.9%

50Δ

Calls
Pseudo strike
115.40
IV
73.5%
B/E move
11.1%
Puts
Pseudo strike
115.46
IV
74.1%
B/E move
7.7%

55Δ

Calls
Pseudo strike
112.10
IV
72.1%
B/E move
9.3%
Puts
Pseudo strike
118.77
IV
73.2%
B/E move
6.5%

60Δ

Calls
Pseudo strike
108.81
IV
71.8%
B/E move
7.7%
Puts
Pseudo strike
122.27
IV
72.8%
B/E move
5.3%

65Δ

Calls
Pseudo strike
105.53
IV
74.0%
B/E move
6.6%
Puts
Pseudo strike
125.93
IV
72.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
102.14
IV
74.2%
B/E move
5.4%
Puts
Pseudo strike
129.76
IV
71.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
98.68
IV
74.0%
B/E move
4.3%
Puts
Pseudo strike
134.45
IV
72.4%
B/E move
2.6%

80Δ

Calls
Pseudo strike
94.73
IV
75.1%
B/E move
3.3%
Puts
Pseudo strike
140.30
IV
73.8%
B/E move
1.8%