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WEBTOON Entertainment Inc. Common stock WBTN

i

Market dataready · fetched 2026-11-14T02:11:36.738Z

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 · 2026-11-13T21:00:01.480918583Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T02:11:36.383551+00:00

Share price$9.85
1D-3.7%
AH$9.67$9.82$9.97$10.12$10.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWBTN
Sold putSold callAH

WEBTOON Entertainment Inc. Common stock options

Live interpolated WBTN call and put midpoint premiums by absolute delta.WEBTOON Entertainment Inc. Common stock$0.27$1.22$2.17$3.12$4.07$7.06$8.30$9.54$10.79$12.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WBTN spot · $9.85WBTN PRICE$0.38$0.38$0.69$1.21$1.72$2.24$2.76$3.28$3.79$0.57$0.57$0.57$0.57$0.57$0.57$0.57$0.80$1.16$1.53$1.89$2.26$2.62
PutsExpensive1.26×
Calls——
Skew——
Implied moveBullish±$1.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.15300.2%57.6%7.52311.9%29.5%
25Δ12.57215.7%31.4%7.91277.6%25.5%
30Δ8.30243.4%21.6%
35Δ8.69209.2%17.7%
40Δ9.07174.9%13.7%
45Δ9.46140.7%9.8%
50Δ9.64102.7%4.9%9.85106.4%5.9%
55Δ9.10141.2%4.6%10.25100.0%4.1%
60Δ8.55179.7%4.3%10.65111.7%3.7%
65Δ8.01218.1%4.1%11.06123.4%3.2%
70Δ7.46256.6%3.8%11.46135.0%2.8%
75Δ6.92295.1%3.5%11.87146.7%2.4%
80Δ6.38333.6%3.2%12.28158.4%2.0%

20Δ

Calls
Pseudo strike
15.15
IV
300.2%
B/E move
57.6%
Puts
Pseudo strike
7.52
IV
311.9%
B/E move
29.5%

25Δ

Calls
Pseudo strike
12.57
IV
215.7%
B/E move
31.4%
Puts
Pseudo strike
7.91
IV
277.6%
B/E move
25.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.30
IV
243.4%
B/E move
21.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.69
IV
209.2%
B/E move
17.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.07
IV
174.9%
B/E move
13.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.46
IV
140.7%
B/E move
9.8%

50Δ

Calls
Pseudo strike
9.64
IV
102.7%
B/E move
4.9%
Puts
Pseudo strike
9.85
IV
106.4%
B/E move
5.9%

55Δ

Calls
Pseudo strike
9.10
IV
141.2%
B/E move
4.6%
Puts
Pseudo strike
10.25
IV
100.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
8.55
IV
179.7%
B/E move
4.3%
Puts
Pseudo strike
10.65
IV
111.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
8.01
IV
218.1%
B/E move
4.1%
Puts
Pseudo strike
11.06
IV
123.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
7.46
IV
256.6%
B/E move
3.8%
Puts
Pseudo strike
11.46
IV
135.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
6.92
IV
295.1%
B/E move
3.5%
Puts
Pseudo strike
11.87
IV
146.7%
B/E move
2.4%

80Δ

Calls
Pseudo strike
6.38
IV
333.6%
B/E move
3.2%
Puts
Pseudo strike
12.28
IV
158.4%
B/E move
2.0%

Options history

IV · four-Friday blend91.99%
Daily EOD
WBTN82.4%92.9%103.3%2026-10-19: 90.28%2026-10-20: 100.51%2026-10-21: 84.02%2026-10-22: 96.92%2026-10-23: 83.89%2026-10-27: 89.88%2026-10-29: 101.88%2026-10-30: 91.99%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
90.28%
100.51%
84.02%
96.92%
83.89%
89.88%
101.88%
91.99%