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Walker & Dunlop, Inc. WD

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-12T00:45:18.996Z

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 · 2026-11-12T00:00:00.002257102Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:44:42.332767+00:00

Share price$39.44
1D-2.4%
AH$39.23$39.79$40.35$40.90$41.465:30 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.$0.46$2.00$3.54$5.08$6.62$32.81$36.19$39.57$42.96$46.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WD spot · $39.44WD PRICE$1.02$1.66$2.30$2.94$3.59$4.23$4.87$6.17$0.63$0.86$1.10$1.33$1.56$1.79$2.03
Puts——
Calls——
Skew——
Implied moveBearish±$3.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.7377.2%11.0%
25Δ36.3976.8%9.9%
30Δ37.0676.3%8.8%
35Δ37.7275.9%7.7%
40Δ38.3975.5%6.6%
45Δ39.7444.3%3.3%39.0575.1%5.5%
50Δ39.0353.7%3.2%39.7174.7%4.4%
55Δ38.3363.1%3.0%
60Δ37.6372.5%2.9%
65Δ36.9381.9%2.7%
70Δ36.2391.3%2.6%
75Δ35.52100.7%2.4%
80Δ34.18120.2%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.73
IV
77.2%
B/E move
11.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.39
IV
76.8%
B/E move
9.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.06
IV
76.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.72
IV
75.9%
B/E move
7.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.39
IV
75.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
39.74
IV
44.3%
B/E move
3.3%
Puts
Pseudo strike
39.05
IV
75.1%
B/E move
5.5%

50Δ

Calls
Pseudo strike
39.03
IV
53.7%
B/E move
3.2%
Puts
Pseudo strike
39.71
IV
74.7%
B/E move
4.4%

55Δ

Calls
Pseudo strike
38.33
IV
63.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.63
IV
72.5%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.93
IV
81.9%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.23
IV
91.3%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.52
IV
100.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
34.18
IV
120.2%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.64%
Daily EOD
WD48.2%50.1%52.1%2026-10-19: 50.20%2026-10-20: 49.87%2026-10-21: 51.81%2026-10-22: 50.76%2026-10-23: 50.65%2026-10-26: 48.43%2026-10-27: 48.55%2026-10-28: 50.28%2026-10-29: 49.15%2026-10-30: 51.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.20%
49.87%
51.81%
50.76%
50.65%
48.43%
48.55%
50.28%
49.15%
51.64%