IntraAlpha
Create free account Start free

Waystar Holding Corp. Common Stock WAY

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-10-16T00:17:32.956Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:51:55.045472508Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:32.399869+00:00

Share price$28.46
1D+5.4%
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$0.37$3.33$6.29$9.25$12.21$21.20$24.87$28.54$32.22$35.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WAY spot · $28.46WAY PRICE$0.89$1.02$1.16$1.17$1.10$1.39$1.68$1.97$2.26$2.52$2.75$2.99$3.22$0.69$0.90$1.14$1.38$1.67$2.08$2.48$2.89$3.62$4.47$5.44$6.67$11.36
PutsExpensive1.16×
CallsCheap0.87×
SkewBearish+6.79 pp
Implied moveBearish±$4.16
TiltBearish30.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.73103.7%42.7%24.6063.5%16.0%
25Δ36.8691.2%33.1%25.5560.3%13.4%
30Δ33.9878.8%23.5%26.2959.3%11.6%
35Δ31.6463.5%15.3%27.0358.3%9.8%
40Δ29.9646.4%9.1%27.7557.9%8.4%
45Δ29.4147.7%8.2%28.4458.8%7.4%
50Δ28.8648.9%7.3%29.1359.6%6.4%
55Δ28.3150.2%6.4%29.8160.5%5.4%
60Δ27.7651.4%5.5%30.7563.4%4.7%
65Δ27.2750.3%4.7%31.7967.1%4.0%
70Δ26.8247.1%3.9%32.9570.6%3.3%
75Δ26.3743.9%3.2%34.3873.7%2.6%
80Δ25.9340.7%2.4%39.1299.1%2.5%

20Δ

Calls
Pseudo strike
39.73
IV
103.7%
B/E move
42.7%
Puts
Pseudo strike
24.60
IV
63.5%
B/E move
16.0%

25Δ

Calls
Pseudo strike
36.86
IV
91.2%
B/E move
33.1%
Puts
Pseudo strike
25.55
IV
60.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
33.98
IV
78.8%
B/E move
23.5%
Puts
Pseudo strike
26.29
IV
59.3%
B/E move
11.6%

35Δ

Calls
Pseudo strike
31.64
IV
63.5%
B/E move
15.3%
Puts
Pseudo strike
27.03
IV
58.3%
B/E move
9.8%

40Δ

Calls
Pseudo strike
29.96
IV
46.4%
B/E move
9.1%
Puts
Pseudo strike
27.75
IV
57.9%
B/E move
8.4%

45Δ

Calls
Pseudo strike
29.41
IV
47.7%
B/E move
8.2%
Puts
Pseudo strike
28.44
IV
58.8%
B/E move
7.4%

50Δ

Calls
Pseudo strike
28.86
IV
48.9%
B/E move
7.3%
Puts
Pseudo strike
29.13
IV
59.6%
B/E move
6.4%

55Δ

Calls
Pseudo strike
28.31
IV
50.2%
B/E move
6.4%
Puts
Pseudo strike
29.81
IV
60.5%
B/E move
5.4%

60Δ

Calls
Pseudo strike
27.76
IV
51.4%
B/E move
5.5%
Puts
Pseudo strike
30.75
IV
63.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
27.27
IV
50.3%
B/E move
4.7%
Puts
Pseudo strike
31.79
IV
67.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
26.82
IV
47.1%
B/E move
3.9%
Puts
Pseudo strike
32.95
IV
70.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
26.37
IV
43.9%
B/E move
3.2%
Puts
Pseudo strike
34.38
IV
73.7%
B/E move
2.6%

80Δ

Calls
Pseudo strike
25.93
IV
40.7%
B/E move
2.4%
Puts
Pseudo strike
39.12
IV
99.1%
B/E move
2.5%