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Wesco International Inc. WCC

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Market datapartial · fetched 2026-10-22T22:58:31.673Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.000943335Z

FundamentalsAlpha Vantage · unavailable

Share price$323.68
1D-3.4%
AH$312$318$324$331$3375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWCC
Sold putSold callAH

Wesco International Inc. options

Live interpolated WCC call and put midpoint premiums by absolute delta.Wesco International Inc.$3.47$17.99$32.50$47.02$61.53$255.45$292.28$329.11$365.94$402.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCC spot · $323.68WCC PRICE$5.04$6.72$8.66$10.79$13.08$15.73$18.60$21.96$25.65$29.66$34.33$39.73$45.76$7.00$9.26$11.74$14.36$17.41$20.61$23.91$27.94$32.16$36.50$42.40$49.30$57.35
PutsExpensive1.07×
CallsExpensive1.34×
SkewBearish+2.97 pp
Implied moveBearish±$42.51
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ372.3352.8%16.6%283.9962.8%14.4%
25Δ363.2552.9%14.3%292.9761.9%12.3%
30Δ355.5553.5%12.5%300.9661.4%10.6%
35Δ348.5454.3%11.0%308.4460.5%9.1%
40Δ341.7054.7%9.6%315.5160.2%7.9%
45Δ335.1755.3%8.4%322.4059.8%6.8%
50Δ328.7556.1%7.3%329.1958.9%5.7%
55Δ322.3057.1%6.4%336.1158.6%4.8%
60Δ315.6557.9%5.4%343.0658.1%3.9%
65Δ308.8358.6%4.6%350.0057.1%3.1%
70Δ301.5859.2%3.8%358.0357.2%2.5%
75Δ293.7859.8%3.0%366.9057.2%1.9%
80Δ285.4960.0%2.3%376.7857.1%1.3%

20Δ

Calls
Pseudo strike
372.33
IV
52.8%
B/E move
16.6%
Puts
Pseudo strike
283.99
IV
62.8%
B/E move
14.4%

25Δ

Calls
Pseudo strike
363.25
IV
52.9%
B/E move
14.3%
Puts
Pseudo strike
292.97
IV
61.9%
B/E move
12.3%

30Δ

Calls
Pseudo strike
355.55
IV
53.5%
B/E move
12.5%
Puts
Pseudo strike
300.96
IV
61.4%
B/E move
10.6%

35Δ

Calls
Pseudo strike
348.54
IV
54.3%
B/E move
11.0%
Puts
Pseudo strike
308.44
IV
60.5%
B/E move
9.1%

40Δ

Calls
Pseudo strike
341.70
IV
54.7%
B/E move
9.6%
Puts
Pseudo strike
315.51
IV
60.2%
B/E move
7.9%

45Δ

Calls
Pseudo strike
335.17
IV
55.3%
B/E move
8.4%
Puts
Pseudo strike
322.40
IV
59.8%
B/E move
6.8%

50Δ

Calls
Pseudo strike
328.75
IV
56.1%
B/E move
7.3%
Puts
Pseudo strike
329.19
IV
58.9%
B/E move
5.7%

55Δ

Calls
Pseudo strike
322.30
IV
57.1%
B/E move
6.4%
Puts
Pseudo strike
336.11
IV
58.6%
B/E move
4.8%

60Δ

Calls
Pseudo strike
315.65
IV
57.9%
B/E move
5.4%
Puts
Pseudo strike
343.06
IV
58.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
308.83
IV
58.6%
B/E move
4.6%
Puts
Pseudo strike
350.00
IV
57.1%
B/E move
3.1%

70Δ

Calls
Pseudo strike
301.58
IV
59.2%
B/E move
3.8%
Puts
Pseudo strike
358.03
IV
57.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
293.78
IV
59.8%
B/E move
3.0%
Puts
Pseudo strike
366.90
IV
57.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
285.49
IV
60.0%
B/E move
2.3%
Puts
Pseudo strike
376.78
IV
57.1%
B/E move
1.3%

Options history

No recorded observations