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Waystar Holding Corp. Common Stock WAY

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-15T20:02:55.774Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:01.61277069Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:26.499669+00:00

Share price$28.24
1D+5.0%
AH$26.77$27.21$27.64$28.08$28.525:30 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$0.24$2.12$4.01$5.89$7.78$23.42$25.62$27.82$30.02$32.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $28.24OPTION PRICELive WAY spot · $28.24WAY PRICE$0.47$0.52$0.57$0.68$0.81$0.95$1.08$1.21$1.34$1.60$2.10$2.59$3.09$0.44$0.48$0.51$0.55$1.26$2.01$2.76$3.50$4.25$4.99$5.74$6.49$7.23
PutsExpensive8.22×
CallsExpensive2.84×
SkewBearish+57.11 pp
Implied moveBearish±$3.83
TiltBearish40.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.90313.1%18.2%25.30261.2%12.0%
25Δ31.43259.8%13.1%26.02224.6%9.5%
30Δ30.21215.8%9.0%26.74188.1%7.1%
35Δ29.68203.8%7.5%27.47151.6%4.7%
40Δ29.30198.5%6.6%28.29178.2%4.3%
45Δ28.91193.2%5.7%29.11207.7%4.0%
50Δ28.52187.9%4.8%29.93237.2%3.8%
55Δ28.14182.6%3.9%30.76266.7%3.5%
60Δ27.75177.3%3.0%31.58296.2%3.2%
65Δ27.30179.5%2.3%32.40325.7%2.9%
70Δ26.71196.0%2.0%33.23355.2%2.7%
75Δ26.13212.5%1.7%34.05384.7%2.4%
80Δ25.54229.0%1.4%34.87414.2%2.1%

20Δ

Calls
Pseudo strike
32.90
IV
313.1%
B/E move
18.2%
Puts
Pseudo strike
25.30
IV
261.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
31.43
IV
259.8%
B/E move
13.1%
Puts
Pseudo strike
26.02
IV
224.6%
B/E move
9.5%

30Δ

Calls
Pseudo strike
30.21
IV
215.8%
B/E move
9.0%
Puts
Pseudo strike
26.74
IV
188.1%
B/E move
7.1%

35Δ

Calls
Pseudo strike
29.68
IV
203.8%
B/E move
7.5%
Puts
Pseudo strike
27.47
IV
151.6%
B/E move
4.7%

40Δ

Calls
Pseudo strike
29.30
IV
198.5%
B/E move
6.6%
Puts
Pseudo strike
28.29
IV
178.2%
B/E move
4.3%

45Δ

Calls
Pseudo strike
28.91
IV
193.2%
B/E move
5.7%
Puts
Pseudo strike
29.11
IV
207.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
28.52
IV
187.9%
B/E move
4.8%
Puts
Pseudo strike
29.93
IV
237.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
28.14
IV
182.6%
B/E move
3.9%
Puts
Pseudo strike
30.76
IV
266.7%
B/E move
3.5%

60Δ

Calls
Pseudo strike
27.75
IV
177.3%
B/E move
3.0%
Puts
Pseudo strike
31.58
IV
296.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
27.30
IV
179.5%
B/E move
2.3%
Puts
Pseudo strike
32.40
IV
325.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
26.71
IV
196.0%
B/E move
2.0%
Puts
Pseudo strike
33.23
IV
355.2%
B/E move
2.7%

75Δ

Calls
Pseudo strike
26.13
IV
212.5%
B/E move
1.7%
Puts
Pseudo strike
34.05
IV
384.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
25.54
IV
229.0%
B/E move
1.4%
Puts
Pseudo strike
34.87
IV
414.2%
B/E move
2.1%