Share price$275.04
1D-2.7%
Sold putSold call
Wabtec Inc. WAB
i
Market datapartial · fetched 2026-10-22T14:49:05.113Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T14:48:54.622568327Z
FundamentalsAlpha Vantage · unavailable
Wabtec Inc. options
PutsCheap0.64×
CallsCheap0.87×
SkewBullish-2.75 pp
Implied moveBalanced±$15.55
TiltBullish3.5% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 294.93 | 25.2% | 8.0% | 261.47 | 23.2% | 5.7% |
| 25Δ | 288.95 | 23.1% | 6.0% | 264.10 | 23.5% | 5.1% |
| 30Δ | 286.48 | 23.6% | 5.5% | 266.72 | 23.8% | 4.4% |
| 35Δ | 284.01 | 24.2% | 4.9% | 269.35 | 24.0% | 3.7% |
| 40Δ | 281.54 | 24.8% | 4.3% | 271.75 | 23.9% | 3.2% |
| 45Δ | 279.05 | 25.2% | 3.8% | 274.08 | 23.7% | 2.8% |
| 50Δ | 276.53 | 25.5% | 3.4% | 276.40 | 23.4% | 2.3% |
| 55Δ | 274.00 | 25.8% | 3.0% | 278.73 | 23.2% | 1.9% |
| 60Δ | 271.47 | 26.1% | 2.5% | 281.07 | 22.8% | 1.5% |
| 65Δ | 268.64 | 26.5% | 2.1% | 283.42 | 22.4% | 1.2% |
| 70Δ | 265.38 | 27.2% | 1.8% | 285.77 | 21.9% | 0.9% |
| 75Δ | 262.12 | 28.0% | 1.5% | 288.12 | 21.5% | 0.6% |
| 80Δ | 258.15 | 29.0% | 1.2% | 290.74 | 21.1% | 0.3% |
20Δ
- Pseudo strike
- 294.93
- IV
- 25.2%
- B/E move
- 8.0%
- Pseudo strike
- 261.47
- IV
- 23.2%
- B/E move
- 5.7%
25Δ
- Pseudo strike
- 288.95
- IV
- 23.1%
- B/E move
- 6.0%
- Pseudo strike
- 264.10
- IV
- 23.5%
- B/E move
- 5.1%
30Δ
- Pseudo strike
- 286.48
- IV
- 23.6%
- B/E move
- 5.5%
- Pseudo strike
- 266.72
- IV
- 23.8%
- B/E move
- 4.4%
35Δ
- Pseudo strike
- 284.01
- IV
- 24.2%
- B/E move
- 4.9%
- Pseudo strike
- 269.35
- IV
- 24.0%
- B/E move
- 3.7%
40Δ
- Pseudo strike
- 281.54
- IV
- 24.8%
- B/E move
- 4.3%
- Pseudo strike
- 271.75
- IV
- 23.9%
- B/E move
- 3.2%
45Δ
- Pseudo strike
- 279.05
- IV
- 25.2%
- B/E move
- 3.8%
- Pseudo strike
- 274.08
- IV
- 23.7%
- B/E move
- 2.8%
50Δ
- Pseudo strike
- 276.53
- IV
- 25.5%
- B/E move
- 3.4%
- Pseudo strike
- 276.40
- IV
- 23.4%
- B/E move
- 2.3%
55Δ
- Pseudo strike
- 274.00
- IV
- 25.8%
- B/E move
- 3.0%
- Pseudo strike
- 278.73
- IV
- 23.2%
- B/E move
- 1.9%
60Δ
- Pseudo strike
- 271.47
- IV
- 26.1%
- B/E move
- 2.5%
- Pseudo strike
- 281.07
- IV
- 22.8%
- B/E move
- 1.5%
65Δ
- Pseudo strike
- 268.64
- IV
- 26.5%
- B/E move
- 2.1%
- Pseudo strike
- 283.42
- IV
- 22.4%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 265.38
- IV
- 27.2%
- B/E move
- 1.8%
- Pseudo strike
- 285.77
- IV
- 21.9%
- B/E move
- 0.9%
75Δ
- Pseudo strike
- 262.12
- IV
- 28.0%
- B/E move
- 1.5%
- Pseudo strike
- 288.12
- IV
- 21.5%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 258.15
- IV
- 29.0%
- B/E move
- 1.2%
- Pseudo strike
- 290.74
- IV
- 21.1%
- B/E move
- 0.3%
Options history
No recorded observations