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WaFd, Inc. Common Stock WAFD

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Market datapartial · fetched 2026-10-23T03:16:29.481Z

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 · 2026-10-22T20:00:01.702674768Z

FundamentalsAlpha Vantage · unavailable

Share price$29.44
1D+3.3%
AH$28.42$28.73$29.04$29.35$29.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAFD
Sold putSold callAH

WaFd, Inc. Common Stock options

Live interpolated WAFD call and put midpoint premiums by absolute delta.WaFd, Inc. Common Stock$1.56$3.81$6.06$8.31$10.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWAFD PRICE$2.30$2.30$1.80$2.45$2.45$2.45$2.45$2.45$2.45$2.52$3.24$3.96$4.68$5.41$6.13$9.91
PutsExpensive3.35×
CallsExpensive4.84×
SkewBullish-42.74 pp
Implied move——
TiltBearish77.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.53199.7%35.2%
25Δ24.10158.1%26.4%
30Δ44.83188.2%60.1%25.68133.6%21.1%
35Δ37.99147.2%36.9%26.79116.5%17.3%
40Δ33.4095.1%19.6%27.8999.4%13.6%
45Δ29.0082.3%9.8%
50Δ30.0967.0%6.3%
55Δ31.0468.5%5.6%
60Δ31.9970.0%4.8%
65Δ32.9471.5%4.0%
70Δ33.8972.9%3.2%
75Δ34.8474.4%2.5%
80Δ38.7096.0%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.53
IV
199.7%
B/E move
35.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.10
IV
158.1%
B/E move
26.4%

30Δ

Calls
Pseudo strike
44.83
IV
188.2%
B/E move
60.1%
Puts
Pseudo strike
25.68
IV
133.6%
B/E move
21.1%

35Δ

Calls
Pseudo strike
37.99
IV
147.2%
B/E move
36.9%
Puts
Pseudo strike
26.79
IV
116.5%
B/E move
17.3%

40Δ

Calls
Pseudo strike
33.40
IV
95.1%
B/E move
19.6%
Puts
Pseudo strike
27.89
IV
99.4%
B/E move
13.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.00
IV
82.3%
B/E move
9.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.09
IV
67.0%
B/E move
6.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.04
IV
68.5%
B/E move
5.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.99
IV
70.0%
B/E move
4.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.94
IV
71.5%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.89
IV
72.9%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.84
IV
74.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.70
IV
96.0%
B/E move
2.2%

Options history

No recorded observations