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Workday, Inc. Class A Common Stock WDAY

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-07T03:16:13.804Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:00:02.504895679Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T03:16:13.080380+00:00

Share price$192.90
1D-1.4%
AH$190$192$194$196$1995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWDAY
Sold putSold callAH

Workday, Inc. Class A Common Stock options

Live interpolated WDAY call and put midpoint premiums by absolute delta.Workday, Inc. Class A Common Stock$1.31$5.04$8.77$12.49$16.22$172.90$182.62$192.34$202.07$211.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WDAY spot · $192.90WDAY PRICE$1.71$2.40$2.23$3.06$3.81$4.16$5.21$6.63$8.29$8.76$10.45$11.91$15.15$2.35$2.81$3.50$4.24$5.00$6.04$7.22$8.25$8.55$8.77$11.18$12.94
Puts——
CallsFair0.98×
Skew——
Implied moveBearish±$11.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ206.1655.2%7.8%
25Δ205.1961.8%7.6%183.5756.9%6.1%
30Δ199.7444.6%4.7%186.2752.8%4.9%
35Δ198.5249.1%4.5%188.1453.3%4.3%
40Δ197.1652.2%4.2%189.9853.4%3.7%
45Δ195.0947.8%3.3%191.7852.6%3.2%
50Δ193.4650.5%3.0%193.6153.6%2.8%
55Δ191.6755.6%2.8%195.4755.1%2.4%
60Δ189.6761.1%2.6%197.3254.4%2.0%
65Δ187.9955.9%2.0%198.4949.5%1.5%
70Δ185.6557.9%1.7%199.5944.0%1.1%
75Δ183.5357.4%1.3%202.3848.1%0.9%
80Δ179.9064.0%1.1%204.6047.9%0.6%

20Δ

Calls
Pseudo strike
206.16
IV
55.2%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
205.19
IV
61.8%
B/E move
7.6%
Puts
Pseudo strike
183.57
IV
56.9%
B/E move
6.1%

30Δ

Calls
Pseudo strike
199.74
IV
44.6%
B/E move
4.7%
Puts
Pseudo strike
186.27
IV
52.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
198.52
IV
49.1%
B/E move
4.5%
Puts
Pseudo strike
188.14
IV
53.3%
B/E move
4.3%

40Δ

Calls
Pseudo strike
197.16
IV
52.2%
B/E move
4.2%
Puts
Pseudo strike
189.98
IV
53.4%
B/E move
3.7%

45Δ

Calls
Pseudo strike
195.09
IV
47.8%
B/E move
3.3%
Puts
Pseudo strike
191.78
IV
52.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
193.46
IV
50.5%
B/E move
3.0%
Puts
Pseudo strike
193.61
IV
53.6%
B/E move
2.8%

55Δ

Calls
Pseudo strike
191.67
IV
55.6%
B/E move
2.8%
Puts
Pseudo strike
195.47
IV
55.1%
B/E move
2.4%

60Δ

Calls
Pseudo strike
189.67
IV
61.1%
B/E move
2.6%
Puts
Pseudo strike
197.32
IV
54.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
187.99
IV
55.9%
B/E move
2.0%
Puts
Pseudo strike
198.49
IV
49.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
185.65
IV
57.9%
B/E move
1.7%
Puts
Pseudo strike
199.59
IV
44.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
183.53
IV
57.4%
B/E move
1.3%
Puts
Pseudo strike
202.38
IV
48.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
179.90
IV
64.0%
B/E move
1.1%
Puts
Pseudo strike
204.60
IV
47.9%
B/E move
0.6%

Options history

IV · four-Friday blend49.46%
Daily close
WDAY38.7%74.7%110.7%2026-08-10: 66.59%2026-08-11: 64.28%2026-08-12: 62.35%2026-08-13: 87.70%2026-08-14: 56.48%2026-08-17: 60.48%2026-08-18: 60.71%2026-08-19: 56.68%2026-08-20: 63.08%2026-08-21: 58.12%2026-08-24: 68.77%2026-08-25: 74.87%2026-08-26: 78.33%2026-08-27: 105.76%2026-08-28: 45.94%2026-08-31: 46.31%2026-09-01: 47.29%2026-09-02: 49.50%2026-09-03: 46.75%2026-09-04: 45.09%2026-09-08: 52.40%2026-09-09: 53.81%2026-09-10: 55.71%2026-09-11: 50.55%2026-09-14: 50.46%2026-09-15: 52.61%2026-09-16: 53.03%2026-09-17: 52.99%2026-09-18: 45.57%2026-09-21: 51.25%2026-09-22: 50.54%2026-09-23: 50.32%2026-09-24: 54.82%2026-09-25: 52.44%2026-09-28: 51.69%2026-09-29: 52.87%2026-09-30: 50.30%2026-10-01: 53.68%2026-10-02: 48.35%2026-10-05: 54.20%2026-10-06: 51.10%2026-10-07: 51.70%2026-10-08: 50.64%2026-10-09: 53.61%2026-10-12: 54.11%2026-10-13: 54.63%2026-10-14: 47.75%2026-10-15: 50.99%2026-10-16: 47.81%2026-10-19: 47.34%2026-10-20: 47.70%2026-10-21: 46.81%2026-10-22: 49.47%2026-10-23: 43.65%2026-10-26: 45.10%2026-10-27: 46.03%2026-10-28: 49.47%2026-10-29: 49.38%2026-10-30: 49.46%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
66.59%
64.28%
62.35%
87.70%
56.48%
60.48%
60.71%
56.68%
63.08%
58.12%
68.77%
74.87%
78.33%
105.76%
45.94%
46.31%
47.29%
49.50%
46.75%
45.09%
52.40%
53.81%
55.71%
50.55%
50.46%
52.61%
53.03%
52.99%
45.57%
51.25%
50.54%
50.32%
54.82%
52.44%
51.69%
52.87%
50.30%
53.68%
48.35%
54.20%
51.10%
51.70%
50.64%
53.61%
54.11%
54.63%
47.75%
50.99%
47.81%
47.34%
47.70%
46.81%
49.47%
43.65%
45.10%
46.03%
49.47%
49.38%
49.46%