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Westamerica Bancorporation Common Stock WABC

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Market datapartial · fetched 2026-11-12T01:34:30.987Z

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: 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 · 2026-11-11T21:00:00.462365741Z

FundamentalsAlpha Vantage · unavailable

Share price$59.60
1D-0.7%
AH$59.18$59.40$59.63$59.85$60.075:30 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$0.51$1.65$2.79$3.93$5.06$56.46$58.28$60.10$61.92$63.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WABC spot · $59.60WABC PRICE$1.42$1.68$1.93$2.19$2.44$2.82$3.20$3.59$3.97$4.35$4.74$0.63$0.70$0.77$0.84$0.91$0.98$1.04$1.64$2.27$2.90$3.53$4.16
Puts——
Calls——
Skew——
Implied moveBullish±$3.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ56.0151.4%7.1%
30Δ62.1252.6%6.6%56.6746.8%6.1%
35Δ61.5957.0%6.2%57.3242.2%5.1%
40Δ61.0761.5%5.7%57.9837.6%4.1%
45Δ60.5466.0%5.2%58.6433.1%3.1%
50Δ60.0270.5%4.8%59.3028.5%2.1%
55Δ59.2968.2%4.2%59.9523.9%1.2%
60Δ58.5665.6%3.6%60.6625.8%1.0%
65Δ57.8363.1%3.1%61.3728.2%0.8%
70Δ57.1060.6%2.5%62.0830.6%0.7%
75Δ56.3758.1%1.9%62.7933.0%0.6%
80Δ55.6455.6%1.3%63.4935.4%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.01
IV
51.4%
B/E move
7.1%

30Δ

Calls
Pseudo strike
62.12
IV
52.6%
B/E move
6.6%
Puts
Pseudo strike
56.67
IV
46.8%
B/E move
6.1%

35Δ

Calls
Pseudo strike
61.59
IV
57.0%
B/E move
6.2%
Puts
Pseudo strike
57.32
IV
42.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
61.07
IV
61.5%
B/E move
5.7%
Puts
Pseudo strike
57.98
IV
37.6%
B/E move
4.1%

45Δ

Calls
Pseudo strike
60.54
IV
66.0%
B/E move
5.2%
Puts
Pseudo strike
58.64
IV
33.1%
B/E move
3.1%

50Δ

Calls
Pseudo strike
60.02
IV
70.5%
B/E move
4.8%
Puts
Pseudo strike
59.30
IV
28.5%
B/E move
2.1%

55Δ

Calls
Pseudo strike
59.29
IV
68.2%
B/E move
4.2%
Puts
Pseudo strike
59.95
IV
23.9%
B/E move
1.2%

60Δ

Calls
Pseudo strike
58.56
IV
65.6%
B/E move
3.6%
Puts
Pseudo strike
60.66
IV
25.8%
B/E move
1.0%

65Δ

Calls
Pseudo strike
57.83
IV
63.1%
B/E move
3.1%
Puts
Pseudo strike
61.37
IV
28.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
57.10
IV
60.6%
B/E move
2.5%
Puts
Pseudo strike
62.08
IV
30.6%
B/E move
0.7%

75Δ

Calls
Pseudo strike
56.37
IV
58.1%
B/E move
1.9%
Puts
Pseudo strike
62.79
IV
33.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
55.64
IV
55.6%
B/E move
1.3%
Puts
Pseudo strike
63.49
IV
35.4%
B/E move
0.4%

Options history

IV · four-Friday blend28.98%
Daily EOD
WABC25.6%27.4%29.2%2026-10-19: 25.82%2026-10-20: 26.75%2026-10-21: 26.88%2026-10-22: 26.95%2026-10-23: 28.71%2026-10-26: 27.95%2026-10-27: 28.22%2026-10-28: 28.40%2026-10-29: 28.66%2026-10-30: 28.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.82%
26.75%
26.88%
26.95%
28.71%
27.95%
28.22%
28.40%
28.66%
28.98%