IntraAlpha
Create free account Start free

Westamerica Bancorporation Common Stock WABC

i

Market datapartial · fetched 2026-10-22T22:57:13.178Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:03.048338711Z

FundamentalsAlpha Vantage · unavailable

Share price$61.92
1D+1.2%
AH$61.09$61.34$61.59$61.84$62.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWABC
Sold putSold callAH

Westamerica Bancorporation Common Stock options

Live interpolated WABC call and put midpoint premiums by absolute delta.Westamerica Bancorporation Common Stock$1.04$2.78$4.52$6.25$7.99$53.51$57.10$60.68$64.27$67.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WABC spot · $61.92WABC PRICE$1.57$1.70$1.83$1.96$2.09$2.22$2.35$2.48$4.70$2.41$1.82$1.23$1.30$1.67$2.03$2.40$2.76$3.13$3.49$3.98$5.74$7.49
PutsExpensive1.74×
CallsFair1.01×
SkewBearish+14.20 pp
Implied moveBearish±$4.23
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.31107.8%22.6%
25Δ54.5173.4%14.9%
30Δ58.7039.0%7.2%
35Δ60.4528.4%4.5%
40Δ64.4334.8%6.6%61.1128.5%4.0%
45Δ63.8232.4%5.8%61.7728.6%3.5%
50Δ63.2230.0%5.1%62.4328.7%3.1%
55Δ62.6227.7%4.3%63.0928.8%2.6%
60Δ62.0225.3%3.5%63.7428.9%2.1%
65Δ61.4222.9%2.8%64.4029.1%1.6%
70Δ60.8220.6%2.0%65.1729.6%1.2%
75Δ60.2218.2%1.3%67.0434.4%1.0%
80Δ57.7523.4%0.8%68.9239.3%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.31
IV
107.8%
B/E move
22.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.51
IV
73.4%
B/E move
14.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.70
IV
39.0%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.45
IV
28.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
64.43
IV
34.8%
B/E move
6.6%
Puts
Pseudo strike
61.11
IV
28.5%
B/E move
4.0%

45Δ

Calls
Pseudo strike
63.82
IV
32.4%
B/E move
5.8%
Puts
Pseudo strike
61.77
IV
28.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
63.22
IV
30.0%
B/E move
5.1%
Puts
Pseudo strike
62.43
IV
28.7%
B/E move
3.1%

55Δ

Calls
Pseudo strike
62.62
IV
27.7%
B/E move
4.3%
Puts
Pseudo strike
63.09
IV
28.8%
B/E move
2.6%

60Δ

Calls
Pseudo strike
62.02
IV
25.3%
B/E move
3.5%
Puts
Pseudo strike
63.74
IV
28.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
61.42
IV
22.9%
B/E move
2.8%
Puts
Pseudo strike
64.40
IV
29.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
60.82
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
65.17
IV
29.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
60.22
IV
18.2%
B/E move
1.3%
Puts
Pseudo strike
67.04
IV
34.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
57.75
IV
23.4%
B/E move
0.8%
Puts
Pseudo strike
68.92
IV
39.3%
B/E move
0.8%

Options history

No recorded observations