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WaFd, Inc. Common Stock WAFD

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Market datapartial · fetched 2026-10-22T16:17:46.515Z

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 · 2026-10-22T16:17:18.017556253Z

FundamentalsAlpha Vantage · unavailable

Share price$29.27
1D+2.7%
$28.44$28.66$28.88$29.11$29.335:30 AM6:30 AM9:00 AM1:00 PMWAFD
Sold putSold call

WaFd, Inc. Common Stock options

Live interpolated WAFD call and put midpoint premiums by absolute delta.WaFd, Inc. Common Stock$2.02$4.63$7.24$9.85$12.46$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWAFD PRICE$2.30$2.45$2.45$2.45$2.45$2.45$2.45$3.11$3.95$4.80$5.65$6.49$11.71
PutsExpensive3.27×
CallsExpensive6.44×
SkewBullish-89.71 pp
Implied move——
TiltBearish91.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ23.31167.6%28.7%
30Δ44.77188.2%60.8%24.59147.7%24.3%
35Δ25.87127.8%20.0%
40Δ27.15107.9%15.6%
45Δ28.4488.0%11.2%
50Δ29.7268.1%6.8%
55Δ30.8166.2%5.3%
60Δ31.8669.4%4.7%
65Δ32.9072.7%4.0%
70Δ33.9576.0%3.3%
75Δ34.9979.2%2.6%
80Δ40.21111.5%2.6%

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
23.31
IV
167.6%
B/E move
28.7%

30Δ

Calls
Pseudo strike
44.77
IV
188.2%
B/E move
60.8%
Puts
Pseudo strike
24.59
IV
147.7%
B/E move
24.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.87
IV
127.8%
B/E move
20.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.15
IV
107.9%
B/E move
15.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.44
IV
88.0%
B/E move
11.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.72
IV
68.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.81
IV
66.2%
B/E move
5.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.86
IV
69.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.90
IV
72.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.95
IV
76.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.99
IV
79.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.21
IV
111.5%
B/E move
2.6%

Options history

No recorded observations