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Waystar Holding Corp. Common Stock WAY

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Market dataready · fetched 2026-11-07T03:26:08.131Z

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: 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 · 2026-11-07T00:39:28.759660217Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T03:26:07.708510+00:00

Share price$28.35
1D-1.8%
AH$27.52$28.11$28.70$29.29$29.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAY
Sold putSold callAH

Waystar Holding Corp. Common Stock options

Live interpolated WAY call and put midpoint premiums by absolute delta.Waystar Holding Corp. Common Stock$0.34$1.44$2.53$3.62$4.72$22.19$25.16$28.13$31.10$34.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAY spot · $28.35WAY PRICE$0.47$0.50$0.52$0.64$0.77$0.90$1.03$1.16$1.29$1.42$1.79$2.24$2.70$0.46$0.58$0.71$0.83$1.08$1.40$1.73$2.05$2.37$2.79$3.33$3.86$4.40
PutsCheap0.74×
CallsCheap0.62×
SkewBearish+15.41 pp
Implied moveBearish±$2.75
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.2685.4%19.0%25.4370.3%11.9%
25Δ31.4566.9%12.7%26.0466.8%10.2%
30Δ30.1752.7%8.3%26.6663.2%8.5%
35Δ29.7049.8%7.0%27.2859.6%6.7%
40Δ29.3548.7%6.2%27.8159.9%5.7%
45Δ29.0047.6%5.4%28.2962.4%5.2%
50Δ28.6446.6%4.7%28.7764.9%4.6%
55Δ28.2945.5%3.9%29.2567.4%4.0%
60Δ27.9444.4%3.1%29.7469.9%3.5%
65Δ27.5943.3%2.3%30.3171.5%2.9%
70Δ27.1044.9%1.9%31.0071.9%2.4%
75Δ26.5647.4%1.6%31.6972.4%1.9%
80Δ26.0149.9%1.3%32.3772.8%1.3%

20Δ

Calls
Pseudo strike
33.26
IV
85.4%
B/E move
19.0%
Puts
Pseudo strike
25.43
IV
70.3%
B/E move
11.9%

25Δ

Calls
Pseudo strike
31.45
IV
66.9%
B/E move
12.7%
Puts
Pseudo strike
26.04
IV
66.8%
B/E move
10.2%

30Δ

Calls
Pseudo strike
30.17
IV
52.7%
B/E move
8.3%
Puts
Pseudo strike
26.66
IV
63.2%
B/E move
8.5%

35Δ

Calls
Pseudo strike
29.70
IV
49.8%
B/E move
7.0%
Puts
Pseudo strike
27.28
IV
59.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
29.35
IV
48.7%
B/E move
6.2%
Puts
Pseudo strike
27.81
IV
59.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
29.00
IV
47.6%
B/E move
5.4%
Puts
Pseudo strike
28.29
IV
62.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
28.64
IV
46.6%
B/E move
4.7%
Puts
Pseudo strike
28.77
IV
64.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
28.29
IV
45.5%
B/E move
3.9%
Puts
Pseudo strike
29.25
IV
67.4%
B/E move
4.0%

60Δ

Calls
Pseudo strike
27.94
IV
44.4%
B/E move
3.1%
Puts
Pseudo strike
29.74
IV
69.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
27.59
IV
43.3%
B/E move
2.3%
Puts
Pseudo strike
30.31
IV
71.5%
B/E move
2.9%

70Δ

Calls
Pseudo strike
27.10
IV
44.9%
B/E move
1.9%
Puts
Pseudo strike
31.00
IV
71.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
26.56
IV
47.4%
B/E move
1.6%
Puts
Pseudo strike
31.69
IV
72.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
26.01
IV
49.9%
B/E move
1.3%
Puts
Pseudo strike
32.37
IV
72.8%
B/E move
1.3%

Options history

IV · four-Friday blend50.04%
Daily close
WAY38.7%65.2%91.7%2026-08-10: 52.74%2026-08-11: 54.77%2026-08-12: 55.45%2026-08-13: 53.10%2026-08-14: 53.35%2026-08-17: 55.80%2026-08-19: 80.83%2026-08-20: 69.34%2026-08-21: 47.68%2026-08-24: 52.28%2026-08-25: 51.54%2026-08-26: 51.46%2026-08-27: 50.90%2026-08-28: 51.80%2026-08-31: 53.84%2026-09-01: 53.40%2026-09-02: 49.80%2026-09-03: 52.67%2026-09-08: 55.41%2026-09-09: 58.88%2026-09-10: 59.27%2026-09-14: 53.95%2026-09-16: 80.44%2026-09-17: 74.18%2026-09-18: 49.61%2026-09-21: 51.46%2026-09-22: 51.42%2026-09-24: 48.55%2026-09-25: 51.17%2026-09-28: 55.68%2026-09-29: 55.78%2026-09-30: 49.59%2026-10-01: 48.83%2026-10-02: 54.40%2026-10-05: 53.90%2026-10-06: 50.59%2026-10-08: 52.98%2026-10-09: 49.94%2026-10-12: 56.72%2026-10-15: 88.05%2026-10-16: 46.51%2026-10-19: 48.49%2026-10-20: 44.32%2026-10-21: 42.37%2026-10-22: 43.01%2026-10-23: 45.38%2026-10-26: 44.84%2026-10-27: 44.73%2026-10-28: 46.63%2026-10-29: 46.26%2026-10-30: 50.04%Aug 10Sep 21Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
52.74%
54.77%
55.45%
53.10%
53.35%
55.80%
80.83%
69.34%
47.68%
52.28%
51.54%
51.46%
50.90%
51.80%
53.84%
53.40%
49.80%
52.67%
55.41%
58.88%
59.27%
53.95%
80.44%
74.18%
49.61%
51.46%
51.42%
48.55%
51.17%
55.68%
55.78%
49.59%
48.83%
54.40%
53.90%
50.59%
52.98%
49.94%
56.72%
88.05%
46.51%
48.49%
44.32%
42.37%
43.01%
45.38%
44.84%
44.73%
46.63%
46.26%
50.04%