Wallbox NV WBX
INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTSi
Market datapartial · fetched 2026-10-23T17:54:01.965Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T16:50:43.130445266Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:52:53.441791+00:00
Share price$2.57
1D-1.5%
Sold putSold call
Wallbox NV options
Puts——
CallsExpensive2.09×
Skew——
Implied move——
Tilt——
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.13 | 204.1% | 183.6% | |||
| 25Δ | 6.01 | 194.6% | 141.9% | |||
| 30Δ | 5.42 | 198.4% | 121.2% | |||
| 35Δ | 9.85 | 328.8% | 300.2% | |||
| 40Δ | 8.75 | 303.7% | 259.0% | |||
| 45Δ | 7.45 | 273.0% | 209.9% | |||
| 50Δ | 6.16 | 242.3% | 160.8% | |||
| 55Δ | 4.86 | 211.6% | 111.8% | |||
| 60Δ | 3.56 | 180.9% | 62.7% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 7.13
- IV
- 204.1%
- B/E move
- 183.6%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.01
- IV
- 194.6%
- B/E move
- 141.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 5.42
- IV
- 198.4%
- B/E move
- 121.2%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 9.85
- IV
- 328.8%
- B/E move
- 300.2%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 8.75
- IV
- 303.7%
- B/E move
- 259.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 7.45
- IV
- 273.0%
- B/E move
- 209.9%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 6.16
- IV
- 242.3%
- B/E move
- 160.8%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 4.86
- IV
- 211.6%
- B/E move
- 111.8%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 3.56
- IV
- 180.9%
- B/E move
- 62.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations