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Washington Trust Bancorp, Inc. Common Stock WASH

i

Market dataready · fetched 2026-11-12T14:56:17.078Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T14:52:44.403971059Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:56:15.597693+00:00

Share price$39.03
1D-0.6%
$38.99$39.06$39.14$39.22$39.295:30 AM6:30 AM9:00 AM1:00 PMWASH
Sold putSold call

Washington Trust Bancorp, Inc. Common Stock options

Live interpolated WASH call and put midpoint premiums by absolute delta.Washington Trust Bancorp, Inc. Common Stock$0.27$3.19$6.12$9.04$11.97$30.80$35.03$39.27$43.51$47.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WASH spot · $39.02WASH PRICE$0.59$0.83$1.09$1.34$1.60$1.86$2.11$2.37$2.63$2.88$3.14$3.39$3.65$2.45$2.57$2.69$2.81$2.93$3.04$3.59$5.10$6.60$8.11$9.62$11.12
Puts——
CallsCheap0.73×
Skew——
Implied moveBearish±$5.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.3324.5%17.7%30.0475.9%29.3%
25Δ44.2524.2%15.5%31.7968.1%25.1%
30Δ43.4124.4%14.0%33.5460.3%20.9%
35Δ42.5724.6%12.5%35.2952.6%16.8%
40Δ41.7224.8%11.0%37.0444.8%12.6%
45Δ40.8825.0%9.5%38.7937.0%8.4%
50Δ40.0425.2%8.0%40.5532.5%5.3%
55Δ39.4923.7%7.3%42.3435.1%4.6%
60Δ38.9722.2%6.6%44.1337.7%3.8%
65Δ38.4420.7%5.9%45.9240.3%3.1%
70Δ37.9119.1%5.2%47.7042.9%2.4%
75Δ37.3917.6%4.5%49.4945.5%1.7%
80Δ36.8616.1%3.8%

20Δ

Calls
Pseudo strike
45.33
IV
24.5%
B/E move
17.7%
Puts
Pseudo strike
30.04
IV
75.9%
B/E move
29.3%

25Δ

Calls
Pseudo strike
44.25
IV
24.2%
B/E move
15.5%
Puts
Pseudo strike
31.79
IV
68.1%
B/E move
25.1%

30Δ

Calls
Pseudo strike
43.41
IV
24.4%
B/E move
14.0%
Puts
Pseudo strike
33.54
IV
60.3%
B/E move
20.9%

35Δ

Calls
Pseudo strike
42.57
IV
24.6%
B/E move
12.5%
Puts
Pseudo strike
35.29
IV
52.6%
B/E move
16.8%

40Δ

Calls
Pseudo strike
41.72
IV
24.8%
B/E move
11.0%
Puts
Pseudo strike
37.04
IV
44.8%
B/E move
12.6%

45Δ

Calls
Pseudo strike
40.88
IV
25.0%
B/E move
9.5%
Puts
Pseudo strike
38.79
IV
37.0%
B/E move
8.4%

50Δ

Calls
Pseudo strike
40.04
IV
25.2%
B/E move
8.0%
Puts
Pseudo strike
40.55
IV
32.5%
B/E move
5.3%

55Δ

Calls
Pseudo strike
39.49
IV
23.7%
B/E move
7.3%
Puts
Pseudo strike
42.34
IV
35.1%
B/E move
4.6%

60Δ

Calls
Pseudo strike
38.97
IV
22.2%
B/E move
6.6%
Puts
Pseudo strike
44.13
IV
37.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
38.44
IV
20.7%
B/E move
5.9%
Puts
Pseudo strike
45.92
IV
40.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
37.91
IV
19.1%
B/E move
5.2%
Puts
Pseudo strike
47.70
IV
42.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
37.39
IV
17.6%
B/E move
4.5%
Puts
Pseudo strike
49.49
IV
45.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
36.86
IV
16.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.62%
Daily EOD
WASH30.5%33.6%36.8%2026-10-19: 35.16%2026-10-20: 30.94%2026-10-22: 33.10%2026-10-26: 33.38%2026-10-27: 32.09%2026-10-28: 36.32%2026-10-29: 32.62%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
35.16%
30.94%
33.10%
33.38%
32.09%
36.32%
32.62%