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Washington Trust Bancorp Inc WASH

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T02:57:48.940Z

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 · 2026-10-22T20:00:00.647746218Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-23T02:57:48.529676+00:00

Share price$39.23
1D+1.3%
AH$38.66$38.85$39.04$39.23$39.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWASH
Sold putSold callAH

Washington Trust Bancorp Inc options

Live interpolated WASH call and put midpoint premiums by absolute delta.Washington Trust Bancorp Inc$0.51$2.51$4.50$6.50$8.49$32.03$36.11$40.20$44.28$48.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WASH spot · $39.23WASH PRICE$1.29$1.92$1.60$1.29$0.97$1.34$2.28$3.22$4.16$5.10$6.04$6.98$7.92$0.73$1.07$1.41$1.74$2.08$2.42$2.76$3.26$3.81$4.36$4.90$5.45$5.99
PutsExpensive1.44×
CallsExpensive1.83×
SkewBullish-17.59 pp
Implied moveBearish±$5.04
TiltBullish4.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.64112.6%40.0%35.7344.4%10.8%
25Δ58.65150.8%54.4%36.4246.3%9.9%
30Δ53.25114.4%39.8%37.1148.2%9.0%
35Δ47.8678.1%25.3%37.8050.0%8.1%
40Δ42.4641.7%10.7%38.4951.9%7.2%
45Δ39.4328.4%3.9%39.1853.8%6.3%
50Δ38.3834.4%3.6%39.8755.7%5.4%
55Δ37.3440.4%3.4%40.6655.1%4.7%
60Δ36.2946.5%3.1%41.4854.0%4.0%
65Δ35.2452.5%2.8%42.3053.0%3.3%
70Δ34.1958.5%2.5%43.1251.9%2.6%
75Δ33.1564.5%2.3%43.9450.8%1.9%
80Δ32.1070.5%2.0%44.7649.7%1.2%

20Δ

Calls
Pseudo strike
53.64
IV
112.6%
B/E move
40.0%
Puts
Pseudo strike
35.73
IV
44.4%
B/E move
10.8%

25Δ

Calls
Pseudo strike
58.65
IV
150.8%
B/E move
54.4%
Puts
Pseudo strike
36.42
IV
46.3%
B/E move
9.9%

30Δ

Calls
Pseudo strike
53.25
IV
114.4%
B/E move
39.8%
Puts
Pseudo strike
37.11
IV
48.2%
B/E move
9.0%

35Δ

Calls
Pseudo strike
47.86
IV
78.1%
B/E move
25.3%
Puts
Pseudo strike
37.80
IV
50.0%
B/E move
8.1%

40Δ

Calls
Pseudo strike
42.46
IV
41.7%
B/E move
10.7%
Puts
Pseudo strike
38.49
IV
51.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
39.43
IV
28.4%
B/E move
3.9%
Puts
Pseudo strike
39.18
IV
53.8%
B/E move
6.3%

50Δ

Calls
Pseudo strike
38.38
IV
34.4%
B/E move
3.6%
Puts
Pseudo strike
39.87
IV
55.7%
B/E move
5.4%

55Δ

Calls
Pseudo strike
37.34
IV
40.4%
B/E move
3.4%
Puts
Pseudo strike
40.66
IV
55.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
36.29
IV
46.5%
B/E move
3.1%
Puts
Pseudo strike
41.48
IV
54.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
35.24
IV
52.5%
B/E move
2.8%
Puts
Pseudo strike
42.30
IV
53.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
34.19
IV
58.5%
B/E move
2.5%
Puts
Pseudo strike
43.12
IV
51.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
33.15
IV
64.5%
B/E move
2.3%
Puts
Pseudo strike
43.94
IV
50.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
32.10
IV
70.5%
B/E move
2.0%
Puts
Pseudo strike
44.76
IV
49.7%
B/E move
1.2%

Options history

No recorded observations