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Waste Connections Inc WCN

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-24T04:24:46.125Z

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 · 2026-10-23T23:00:00.000991876Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-24T04:24:46.138806+00:00

Share price$186.60
1D+0.3%
AH$184.62$185.28$185.95$186.62$187.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWCN
Sold putSold callAH

Waste Connections Inc options

Live interpolated WCN call and put midpoint premiums by absolute delta.Waste Connections Inc$0.77$4.70$8.64$12.57$16.50$143.20$160.37$177.54$194.71$211.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCN spot · $186.60WCN PRICE$1.19$1.56$2.00$2.43$2.87$3.46$4.07$4.67$5.31$6.28$7.24$8.20$9.42$1.51$2.03$2.57$3.13$3.70$4.52$5.48$6.45$7.57$8.81$10.04$12.34$15.37
PutsExpensive1.20×
CallsCheap0.56×
SkewBearish+5.40 pp
Implied moveBearish±$9.55
TiltBearish17.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.1321.2%6.3%176.9825.0%6.0%
25Δ194.8821.1%5.3%178.9525.4%5.2%
30Δ193.2920.9%4.7%180.8325.4%4.5%
35Δ191.7020.7%4.0%182.6024.9%3.8%
40Δ190.1120.5%3.4%184.3724.5%3.2%
45Δ188.7820.4%3.0%186.0524.7%2.7%
50Δ187.4720.3%2.6%187.6825.2%2.4%
55Δ186.1620.2%2.3%189.3125.8%2.0%
60Δ184.8320.1%1.9%191.0726.0%1.7%
65Δ183.4020.1%1.6%192.9226.1%1.3%
70Δ181.9620.2%1.4%194.7726.1%1.0%
75Δ180.5320.3%1.1%197.5227.4%0.8%
80Δ178.9019.9%0.9%200.9629.3%0.5%

20Δ

Calls
Pseudo strike
197.13
IV
21.2%
B/E move
6.3%
Puts
Pseudo strike
176.98
IV
25.0%
B/E move
6.0%

25Δ

Calls
Pseudo strike
194.88
IV
21.1%
B/E move
5.3%
Puts
Pseudo strike
178.95
IV
25.4%
B/E move
5.2%

30Δ

Calls
Pseudo strike
193.29
IV
20.9%
B/E move
4.7%
Puts
Pseudo strike
180.83
IV
25.4%
B/E move
4.5%

35Δ

Calls
Pseudo strike
191.70
IV
20.7%
B/E move
4.0%
Puts
Pseudo strike
182.60
IV
24.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
190.11
IV
20.5%
B/E move
3.4%
Puts
Pseudo strike
184.37
IV
24.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
188.78
IV
20.4%
B/E move
3.0%
Puts
Pseudo strike
186.05
IV
24.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
187.47
IV
20.3%
B/E move
2.6%
Puts
Pseudo strike
187.68
IV
25.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
186.16
IV
20.2%
B/E move
2.3%
Puts
Pseudo strike
189.31
IV
25.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
184.83
IV
20.1%
B/E move
1.9%
Puts
Pseudo strike
191.07
IV
26.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
183.40
IV
20.1%
B/E move
1.6%
Puts
Pseudo strike
192.92
IV
26.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
181.96
IV
20.2%
B/E move
1.4%
Puts
Pseudo strike
194.77
IV
26.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
180.53
IV
20.3%
B/E move
1.1%
Puts
Pseudo strike
197.52
IV
27.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
178.90
IV
19.9%
B/E move
0.9%
Puts
Pseudo strike
200.96
IV
29.3%
B/E move
0.5%

Options history

No recorded observations