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Westamerica Bancorporation Common Stock WABC

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Market datapartial · fetched 2026-10-22T16:55:29.793Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-10-22T16:50:38.359090171Z

FundamentalsAlpha Vantage · unavailable

Share price$61.95
1D+1.3%
$61.10$61.33$61.56$61.78$62.015:30 AM6:30 AM9:00 AM1:00 PMWABC
Sold putSold call

Westamerica Bancorporation Common Stock options

Live interpolated WABC call and put midpoint premiums by absolute delta.Westamerica Bancorporation Common Stock$1.04$5.31$9.57$13.84$18.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWABC PRICE$1.50$1.94$2.38$2.82$3.26$3.70$4.15$4.59$5.03$5.47$5.91$6.35$6.79$16.88
PutsExpensive1.94×
CallsFair0.98×
SkewBearish+18.65 pp
Implied move——
TiltBullish52.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.3323.8%32.1%
25Δ78.6523.0%30.1%
30Δ76.9722.2%28.1%
35Δ75.2921.5%26.1%
40Δ73.6220.7%24.1%
45Δ71.9419.9%22.1%
50Δ70.2619.2%20.1%
55Δ68.5818.4%18.1%
60Δ66.9017.6%16.1%
65Δ65.2216.9%14.1%
70Δ63.5416.1%12.1%
75Δ61.8615.3%10.1%78.2637.8%0.9%
80Δ60.1814.6%8.1%

20Δ

Calls
Pseudo strike
80.33
IV
23.8%
B/E move
32.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
78.65
IV
23.0%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
76.97
IV
22.2%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
75.29
IV
21.5%
B/E move
26.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
73.62
IV
20.7%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
71.94
IV
19.9%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
70.26
IV
19.2%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
68.58
IV
18.4%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
66.90
IV
17.6%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
65.22
IV
16.9%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
63.54
IV
16.1%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
61.86
IV
15.3%
B/E move
10.1%
Puts
Pseudo strike
78.26
IV
37.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
60.18
IV
14.6%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations