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Westamerica Bancorporation Common Stock WABC

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Market datapartial · fetched 2026-10-22T18:32:36.829Z

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 · 2026-10-22T18:21:00.490624539Z

FundamentalsAlpha Vantage · unavailable

Share price$61.80
1D+1.0%
$61.09$61.34$61.59$61.84$62.095:30 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$0.95$6.57$12.18$17.80$23.42$43.79$51.19$58.59$65.98$73.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WABC spot · $61.80WABC PRICE$1.56$2.02$2.48$2.94$3.40$3.86$4.32$4.78$5.24$5.70$6.16$6.62$7.08$2.47$2.50$2.53$2.62$5.01$7.41$9.81$12.21$14.61$17.00$19.40$21.80
PutsExpensive1.81×
CallsFair1.04×
SkewBearish+14.96 pp
Implied moveBearish±$14.13
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.1224.3%32.2%48.6750.5%25.2%
25Δ78.3623.6%30.1%52.4841.3%19.1%
30Δ76.6123.0%28.0%56.3032.1%13.0%
35Δ74.8522.3%25.9%60.0823.2%7.0%
40Δ73.1021.6%23.8%62.9325.7%6.3%
45Δ71.3421.0%21.7%65.7928.3%5.5%
50Δ69.5920.3%19.6%68.6430.8%4.8%
55Δ67.8319.7%17.5%71.5033.3%4.1%
60Δ66.0819.0%15.4%74.3535.8%3.3%
65Δ64.3218.4%13.3%77.2138.3%2.6%
70Δ62.5717.7%11.2%80.0640.9%1.8%
75Δ60.8117.0%9.1%82.9243.4%1.1%
80Δ59.0616.4%7.0%

20Δ

Calls
Pseudo strike
80.12
IV
24.3%
B/E move
32.2%
Puts
Pseudo strike
48.67
IV
50.5%
B/E move
25.2%

25Δ

Calls
Pseudo strike
78.36
IV
23.6%
B/E move
30.1%
Puts
Pseudo strike
52.48
IV
41.3%
B/E move
19.1%

30Δ

Calls
Pseudo strike
76.61
IV
23.0%
B/E move
28.0%
Puts
Pseudo strike
56.30
IV
32.1%
B/E move
13.0%

35Δ

Calls
Pseudo strike
74.85
IV
22.3%
B/E move
25.9%
Puts
Pseudo strike
60.08
IV
23.2%
B/E move
7.0%

40Δ

Calls
Pseudo strike
73.10
IV
21.6%
B/E move
23.8%
Puts
Pseudo strike
62.93
IV
25.7%
B/E move
6.3%

45Δ

Calls
Pseudo strike
71.34
IV
21.0%
B/E move
21.7%
Puts
Pseudo strike
65.79
IV
28.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
69.59
IV
20.3%
B/E move
19.6%
Puts
Pseudo strike
68.64
IV
30.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
67.83
IV
19.7%
B/E move
17.5%
Puts
Pseudo strike
71.50
IV
33.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
66.08
IV
19.0%
B/E move
15.4%
Puts
Pseudo strike
74.35
IV
35.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
64.32
IV
18.4%
B/E move
13.3%
Puts
Pseudo strike
77.21
IV
38.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
62.57
IV
17.7%
B/E move
11.2%
Puts
Pseudo strike
80.06
IV
40.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
60.81
IV
17.0%
B/E move
9.1%
Puts
Pseudo strike
82.92
IV
43.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
59.06
IV
16.4%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations