IntraAlpha
Create free account Start free

Walker & Dunlop Inc WD

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-10-22T22:54:18.802Z

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 · 2026-10-22T22:30:00.003619449Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:54:17.125358+00:00

Share price$34.68
1D+5.4%
AH$32.72$33.34$33.96$34.58$35.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWD
Sold putSold callAH

Walker & Dunlop Inc options

Live interpolated WD call and put midpoint premiums by absolute delta.Walker & Dunlop Inc$0.71$4.44$8.17$11.90$15.63$25.06$29.52$33.98$38.43$42.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WD spot · $34.68WD PRICE$1.11$1.20$1.28$1.36$1.45$1.53$1.62$2.05$2.52$3.00$3.47$3.94$4.42$1.13$1.29$1.58$1.88$2.17$2.47$3.10$4.13$5.16$6.19$7.68$9.70$14.56
PutsExpensive1.63×
CallsExpensive1.34×
SkewBearish+14.45 pp
Implied moveBearish±$4.71
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.65121.7%46.4%28.6494.7%20.7%
25Δ47.25109.0%39.7%30.5578.7%15.6%
30Δ44.8596.3%33.0%31.5375.5%13.6%
35Δ42.4583.6%26.3%32.5172.4%11.7%
40Δ40.0670.9%19.7%33.4969.3%9.7%
45Δ37.6658.3%13.0%34.4766.2%7.7%
50Δ35.2645.6%6.3%35.5766.9%6.4%
55Δ34.3944.8%5.1%36.8272.1%5.7%
60Δ33.7145.5%4.5%38.0777.3%5.1%
65Δ33.0346.2%3.9%39.3282.6%4.5%
70Δ32.3546.9%3.3%41.0588.0%3.8%
75Δ31.6647.6%2.7%43.3293.6%3.1%
80Δ30.9848.2%2.1%48.32115.1%2.6%

20Δ

Calls
Pseudo strike
49.65
IV
121.7%
B/E move
46.4%
Puts
Pseudo strike
28.64
IV
94.7%
B/E move
20.7%

25Δ

Calls
Pseudo strike
47.25
IV
109.0%
B/E move
39.7%
Puts
Pseudo strike
30.55
IV
78.7%
B/E move
15.6%

30Δ

Calls
Pseudo strike
44.85
IV
96.3%
B/E move
33.0%
Puts
Pseudo strike
31.53
IV
75.5%
B/E move
13.6%

35Δ

Calls
Pseudo strike
42.45
IV
83.6%
B/E move
26.3%
Puts
Pseudo strike
32.51
IV
72.4%
B/E move
11.7%

40Δ

Calls
Pseudo strike
40.06
IV
70.9%
B/E move
19.7%
Puts
Pseudo strike
33.49
IV
69.3%
B/E move
9.7%

45Δ

Calls
Pseudo strike
37.66
IV
58.3%
B/E move
13.0%
Puts
Pseudo strike
34.47
IV
66.2%
B/E move
7.7%

50Δ

Calls
Pseudo strike
35.26
IV
45.6%
B/E move
6.3%
Puts
Pseudo strike
35.57
IV
66.9%
B/E move
6.4%

55Δ

Calls
Pseudo strike
34.39
IV
44.8%
B/E move
5.1%
Puts
Pseudo strike
36.82
IV
72.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
33.71
IV
45.5%
B/E move
4.5%
Puts
Pseudo strike
38.07
IV
77.3%
B/E move
5.1%

65Δ

Calls
Pseudo strike
33.03
IV
46.2%
B/E move
3.9%
Puts
Pseudo strike
39.32
IV
82.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
32.35
IV
46.9%
B/E move
3.3%
Puts
Pseudo strike
41.05
IV
88.0%
B/E move
3.8%

75Δ

Calls
Pseudo strike
31.66
IV
47.6%
B/E move
2.7%
Puts
Pseudo strike
43.32
IV
93.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
30.98
IV
48.2%
B/E move
2.1%
Puts
Pseudo strike
48.32
IV
115.1%
B/E move
2.6%

Options history

No recorded observations