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Wesco International Inc. WCC

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Market dataready · fetched 2026-11-12T02:08:52.107Z

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 · 2026-11-12T00:00:00.000398984Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:02:41.793128+00:00

Share price$327.24
1D-1.4%
AH$324$326$329$331$3345:30 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.$2.04$8.12$14.20$20.27$26.35$273.53$299.56$325.59$351.62$377.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCC spot · $327.24WCC PRICE$2.70$3.61$4.53$5.61$6.82$8.03$9.57$11.43$13.30$15.44$18.02$20.61$24.60$2.85$3.81$4.86$5.91$7.24$8.65$10.06$11.65$13.45$15.24$17.16$19.79$22.42
PutsCheap0.53×
CallsCheap0.62×
SkewBullish-3.65 pp
Implied moveBearish±$19.63
TiltBalanced0.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ350.4848.8%7.9%308.1347.7%6.7%
25Δ346.0948.3%6.9%312.2747.1%5.7%
30Δ341.9047.9%5.9%315.7446.9%5.0%
35Δ338.2147.7%5.1%319.2246.7%4.3%
40Δ334.9447.7%4.4%322.3546.6%3.7%
45Δ331.6747.7%3.8%325.3846.5%3.2%
50Δ328.4248.2%3.3%328.4146.4%2.7%
55Δ325.2049.1%2.9%331.4346.0%2.3%
60Δ321.9850.0%2.5%334.4545.4%1.9%
65Δ318.5650.7%2.1%337.4644.8%1.5%
70Δ314.8251.1%1.7%340.5544.1%1.2%
75Δ311.0851.5%1.4%344.0543.3%0.9%
80Δ306.1152.9%1.1%347.5542.5%0.6%

20Δ

Calls
Pseudo strike
350.48
IV
48.8%
B/E move
7.9%
Puts
Pseudo strike
308.13
IV
47.7%
B/E move
6.7%

25Δ

Calls
Pseudo strike
346.09
IV
48.3%
B/E move
6.9%
Puts
Pseudo strike
312.27
IV
47.1%
B/E move
5.7%

30Δ

Calls
Pseudo strike
341.90
IV
47.9%
B/E move
5.9%
Puts
Pseudo strike
315.74
IV
46.9%
B/E move
5.0%

35Δ

Calls
Pseudo strike
338.21
IV
47.7%
B/E move
5.1%
Puts
Pseudo strike
319.22
IV
46.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
334.94
IV
47.7%
B/E move
4.4%
Puts
Pseudo strike
322.35
IV
46.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
331.67
IV
47.7%
B/E move
3.8%
Puts
Pseudo strike
325.38
IV
46.5%
B/E move
3.2%

50Δ

Calls
Pseudo strike
328.42
IV
48.2%
B/E move
3.3%
Puts
Pseudo strike
328.41
IV
46.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
325.20
IV
49.1%
B/E move
2.9%
Puts
Pseudo strike
331.43
IV
46.0%
B/E move
2.3%

60Δ

Calls
Pseudo strike
321.98
IV
50.0%
B/E move
2.5%
Puts
Pseudo strike
334.45
IV
45.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
318.56
IV
50.7%
B/E move
2.1%
Puts
Pseudo strike
337.46
IV
44.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
314.82
IV
51.1%
B/E move
1.7%
Puts
Pseudo strike
340.55
IV
44.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
311.08
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
344.05
IV
43.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
306.11
IV
52.9%
B/E move
1.1%
Puts
Pseudo strike
347.55
IV
42.5%
B/E move
0.6%

Options history

IV · four-Friday blend42.61%
Daily EOD
WCC38.7%44.8%50.9%2026-10-19: 45.93%2026-10-20: 46.29%2026-10-21: 46.11%2026-10-22: 49.40%2026-10-23: 50.08%2026-10-26: 49.71%2026-10-27: 49.58%2026-10-28: 49.82%2026-10-29: 39.55%2026-10-30: 42.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.93%
46.29%
46.11%
49.40%
50.08%
49.71%
49.58%
49.82%
39.55%
42.61%