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Western Alliance Bancorporation WAL

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Market datapartial · fetched 2026-10-15T20:33:37.217Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.000382362Z

FundamentalsAlpha Vantage · unavailable

Share price$74.35
1D+2.4%
AH$72.01$72.77$73.54$74.31$75.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAL
Sold putSold callAH

Western Alliance Bancorporation options

Live interpolated WAL call and put midpoint premiums by absolute delta.Western Alliance Bancorporation$0.19$0.77$1.35$1.93$2.51$71.65$73.13$74.60$76.08$77.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $74.35OPTION PRICELive WAL spot · $74.35WAL PRICE$0.40$0.44$0.48$0.52$0.62$0.83$1.04$1.25$1.46$1.68$1.89$2.10$2.31$0.25$0.33$0.40$0.48$0.55$0.62$0.70$0.77$0.85$0.92$1.28$1.81$2.34
PutsExpensive3.24×
CallsExpensive1.56×
SkewBullish-21.19 pp
Implied moveBullish±$1.74
TiltBullish14.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.81110.5%6.5%72.5257.6%2.8%
25Δ77.7895.0%5.2%72.7855.4%2.6%
30Δ76.7579.5%3.9%73.0453.2%2.3%
35Δ75.7164.0%2.5%73.3151.0%2.0%
40Δ74.9053.9%1.6%73.5748.7%1.8%
45Δ74.5855.5%1.4%73.8446.5%1.5%
50Δ74.2657.1%1.3%74.1044.3%1.3%
55Δ73.9458.7%1.1%74.3742.0%1.0%
60Δ73.6160.3%1.0%74.6339.8%0.8%
65Δ73.2962.0%0.8%74.9037.6%0.5%
70Δ72.9763.6%0.7%75.3540.6%0.4%
75Δ72.6565.2%0.5%75.9246.8%0.3%
80Δ72.3366.8%0.4%76.4953.1%0.3%

20Δ

Calls
Pseudo strike
78.81
IV
110.5%
B/E move
6.5%
Puts
Pseudo strike
72.52
IV
57.6%
B/E move
2.8%

25Δ

Calls
Pseudo strike
77.78
IV
95.0%
B/E move
5.2%
Puts
Pseudo strike
72.78
IV
55.4%
B/E move
2.6%

30Δ

Calls
Pseudo strike
76.75
IV
79.5%
B/E move
3.9%
Puts
Pseudo strike
73.04
IV
53.2%
B/E move
2.3%

35Δ

Calls
Pseudo strike
75.71
IV
64.0%
B/E move
2.5%
Puts
Pseudo strike
73.31
IV
51.0%
B/E move
2.0%

40Δ

Calls
Pseudo strike
74.90
IV
53.9%
B/E move
1.6%
Puts
Pseudo strike
73.57
IV
48.7%
B/E move
1.8%

45Δ

Calls
Pseudo strike
74.58
IV
55.5%
B/E move
1.4%
Puts
Pseudo strike
73.84
IV
46.5%
B/E move
1.5%

50Δ

Calls
Pseudo strike
74.26
IV
57.1%
B/E move
1.3%
Puts
Pseudo strike
74.10
IV
44.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
73.94
IV
58.7%
B/E move
1.1%
Puts
Pseudo strike
74.37
IV
42.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
73.61
IV
60.3%
B/E move
1.0%
Puts
Pseudo strike
74.63
IV
39.8%
B/E move
0.8%

65Δ

Calls
Pseudo strike
73.29
IV
62.0%
B/E move
0.8%
Puts
Pseudo strike
74.90
IV
37.6%
B/E move
0.5%

70Δ

Calls
Pseudo strike
72.97
IV
63.6%
B/E move
0.7%
Puts
Pseudo strike
75.35
IV
40.6%
B/E move
0.4%

75Δ

Calls
Pseudo strike
72.65
IV
65.2%
B/E move
0.5%
Puts
Pseudo strike
75.92
IV
46.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
72.33
IV
66.8%
B/E move
0.4%
Puts
Pseudo strike
76.49
IV
53.1%
B/E move
0.3%