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Waystar Holding Corp. Common Stock WAY

HEALTHCARE · HEALTH INFORMATION SERVICES
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Market dataready · fetched 2026-10-15T20:34:36.769Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:06:19.787473478Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:36.303086+00:00

Share price$28.22
1D+4.9%
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$2.11$3.98$5.85$7.72$23.46$25.65$27.84$30.03$32.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $28.22OPTION PRICELive WAY spot · $28.22WAY PRICE$0.47$0.52$0.57$0.69$0.82$0.95$1.08$1.22$1.35$1.64$2.14$2.64$3.14$0.44$0.48$0.51$0.55$1.22$1.97$2.71$3.46$4.20$4.95$5.69$6.43$7.18
PutsExpensive8.09×
CallsExpensive2.87×
SkewBearish+52.22 pp
Implied moveBearish±$3.80
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.88316.7%18.2%25.28263.7%12.0%
25Δ31.41263.2%13.1%26.00227.1%9.5%
30Δ30.19218.5%9.0%26.72190.4%7.1%
35Δ29.67207.3%7.6%27.43153.8%4.7%
40Δ29.28202.1%6.7%28.24177.1%4.3%
45Δ28.89196.8%5.8%29.07206.5%4.0%
50Δ28.50191.6%4.8%29.89236.0%3.7%
55Δ28.11186.3%3.9%30.71265.4%3.4%
60Δ27.72181.1%3.0%31.53294.8%3.2%
65Δ27.25185.5%2.4%32.35324.3%2.9%
70Δ26.66202.9%2.1%33.17353.7%2.6%
75Δ26.07220.2%1.7%33.99383.2%2.4%
80Δ25.48237.6%1.4%34.81412.6%2.1%

20Δ

Calls
Pseudo strike
32.88
IV
316.7%
B/E move
18.2%
Puts
Pseudo strike
25.28
IV
263.7%
B/E move
12.0%

25Δ

Calls
Pseudo strike
31.41
IV
263.2%
B/E move
13.1%
Puts
Pseudo strike
26.00
IV
227.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
30.19
IV
218.5%
B/E move
9.0%
Puts
Pseudo strike
26.72
IV
190.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
29.67
IV
207.3%
B/E move
7.6%
Puts
Pseudo strike
27.43
IV
153.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
29.28
IV
202.1%
B/E move
6.7%
Puts
Pseudo strike
28.24
IV
177.1%
B/E move
4.3%

45Δ

Calls
Pseudo strike
28.89
IV
196.8%
B/E move
5.8%
Puts
Pseudo strike
29.07
IV
206.5%
B/E move
4.0%

50Δ

Calls
Pseudo strike
28.50
IV
191.6%
B/E move
4.8%
Puts
Pseudo strike
29.89
IV
236.0%
B/E move
3.7%

55Δ

Calls
Pseudo strike
28.11
IV
186.3%
B/E move
3.9%
Puts
Pseudo strike
30.71
IV
265.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
27.72
IV
181.1%
B/E move
3.0%
Puts
Pseudo strike
31.53
IV
294.8%
B/E move
3.2%

65Δ

Calls
Pseudo strike
27.25
IV
185.5%
B/E move
2.4%
Puts
Pseudo strike
32.35
IV
324.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
26.66
IV
202.9%
B/E move
2.1%
Puts
Pseudo strike
33.17
IV
353.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
26.07
IV
220.2%
B/E move
1.7%
Puts
Pseudo strike
33.99
IV
383.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
25.48
IV
237.6%
B/E move
1.4%
Puts
Pseudo strike
34.81
IV
412.6%
B/E move
2.1%