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Western Alliance Bancorporation WAL

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-16T00:16:42.478Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.000942152Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:41.997385+00:00

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$0.63$3.39$6.15$8.90$11.66$62.15$68.05$73.95$79.85$85.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAL spot · $74.35WAL PRICE$0.93$1.24$1.57$1.96$2.35$2.86$3.36$3.97$4.60$5.34$6.15$7.32$8.76$1.24$1.66$2.10$2.57$3.06$3.62$4.21$4.93$5.72$6.77$7.91$9.14$10.86
PutsExpensive1.26×
CallsExpensive1.30×
SkewBearish+3.46 pp
Implied moveBearish±$7.57
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.0237.4%12.9%66.9944.3%11.6%
25Δ81.4537.6%11.2%68.6143.9%9.9%
30Δ79.9437.4%9.6%70.0943.9%8.6%
35Δ78.6937.5%8.5%71.4643.1%7.3%
40Δ77.4537.7%7.3%72.8042.4%6.2%
45Δ76.3238.2%6.5%74.0441.9%5.3%
50Δ75.1938.8%5.7%75.2841.4%4.4%
55Δ74.0439.2%4.9%76.5241.3%3.7%
60Δ72.8839.5%4.2%77.8141.4%3.0%
65Δ71.6539.8%3.6%79.2742.1%2.5%
70Δ70.4040.2%2.9%80.8042.4%2.0%
75Δ68.8541.7%2.4%82.4242.5%1.4%
80Δ67.0743.8%2.0%84.4843.2%1.0%

20Δ

Calls
Pseudo strike
83.02
IV
37.4%
B/E move
12.9%
Puts
Pseudo strike
66.99
IV
44.3%
B/E move
11.6%

25Δ

Calls
Pseudo strike
81.45
IV
37.6%
B/E move
11.2%
Puts
Pseudo strike
68.61
IV
43.9%
B/E move
9.9%

30Δ

Calls
Pseudo strike
79.94
IV
37.4%
B/E move
9.6%
Puts
Pseudo strike
70.09
IV
43.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
78.69
IV
37.5%
B/E move
8.5%
Puts
Pseudo strike
71.46
IV
43.1%
B/E move
7.3%

40Δ

Calls
Pseudo strike
77.45
IV
37.7%
B/E move
7.3%
Puts
Pseudo strike
72.80
IV
42.4%
B/E move
6.2%

45Δ

Calls
Pseudo strike
76.32
IV
38.2%
B/E move
6.5%
Puts
Pseudo strike
74.04
IV
41.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
75.19
IV
38.8%
B/E move
5.7%
Puts
Pseudo strike
75.28
IV
41.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
74.04
IV
39.2%
B/E move
4.9%
Puts
Pseudo strike
76.52
IV
41.3%
B/E move
3.7%

60Δ

Calls
Pseudo strike
72.88
IV
39.5%
B/E move
4.2%
Puts
Pseudo strike
77.81
IV
41.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
71.65
IV
39.8%
B/E move
3.6%
Puts
Pseudo strike
79.27
IV
42.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
70.40
IV
40.2%
B/E move
2.9%
Puts
Pseudo strike
80.80
IV
42.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
68.85
IV
41.7%
B/E move
2.4%
Puts
Pseudo strike
82.42
IV
42.5%
B/E move
1.4%

80Δ

Calls
Pseudo strike
67.07
IV
43.8%
B/E move
2.0%
Puts
Pseudo strike
84.48
IV
43.2%
B/E move
1.0%