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Workday Inc WDAY

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T21:03:00.127Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:13:08.416683773Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T21:02:59.611192+00:00

Share price$195.60
1D+3.4%
AH$188$191$194$197$2005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWDAY
Sold putSold callAH

Workday Inc options

Live interpolated WDAY call and put midpoint premiums by absolute delta.Workday Inc$0.44$2.89$5.34$7.78$10.23$184.33$190.39$196.45$202.51$208.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $195.60OPTION PRICELive WDAY spot · $195.60WDAY PRICE$0.71$0.91$1.30$1.68$2.07$2.49$2.92$3.41$4.14$4.87$5.88$6.94$9.52$1.56$1.35$1.00$1.23$1.45$1.69$2.06$2.43$2.81$3.15$3.41$3.66$3.91
PutsExpensive1.15×
CallsCheap0.70×
SkewBullish-15.64 pp
Implied moveBullish±$4.98
TiltBullish22.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ201.4163.8%3.3%182.01156.4%7.7%
25Δ199.7157.8%2.6%189.8387.4%3.6%
30Δ199.0162.4%2.4%192.9750.8%1.9%
35Δ198.3167.1%2.2%193.6749.7%1.6%
40Δ197.6171.7%2.1%194.3848.7%1.4%
45Δ196.7172.4%1.8%195.0747.7%1.1%
50Δ195.7772.4%1.6%195.7148.1%1.0%
55Δ194.8173.0%1.3%196.3548.6%0.9%
60Δ193.7575.7%1.2%196.9949.0%0.7%
65Δ192.6978.5%1.0%197.5948.6%0.6%
70Δ191.3881.8%0.8%198.0545.2%0.5%
75Δ190.0185.3%0.7%198.5041.8%0.4%
80Δ187.29101.9%0.6%198.9638.4%0.3%

20Δ

Calls
Pseudo strike
201.41
IV
63.8%
B/E move
3.3%
Puts
Pseudo strike
182.01
IV
156.4%
B/E move
7.7%

25Δ

Calls
Pseudo strike
199.71
IV
57.8%
B/E move
2.6%
Puts
Pseudo strike
189.83
IV
87.4%
B/E move
3.6%

30Δ

Calls
Pseudo strike
199.01
IV
62.4%
B/E move
2.4%
Puts
Pseudo strike
192.97
IV
50.8%
B/E move
1.9%

35Δ

Calls
Pseudo strike
198.31
IV
67.1%
B/E move
2.2%
Puts
Pseudo strike
193.67
IV
49.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
197.61
IV
71.7%
B/E move
2.1%
Puts
Pseudo strike
194.38
IV
48.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
196.71
IV
72.4%
B/E move
1.8%
Puts
Pseudo strike
195.07
IV
47.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
195.77
IV
72.4%
B/E move
1.6%
Puts
Pseudo strike
195.71
IV
48.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
194.81
IV
73.0%
B/E move
1.3%
Puts
Pseudo strike
196.35
IV
48.6%
B/E move
0.9%

60Δ

Calls
Pseudo strike
193.75
IV
75.7%
B/E move
1.2%
Puts
Pseudo strike
196.99
IV
49.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
192.69
IV
78.5%
B/E move
1.0%
Puts
Pseudo strike
197.59
IV
48.6%
B/E move
0.6%

70Δ

Calls
Pseudo strike
191.38
IV
81.8%
B/E move
0.8%
Puts
Pseudo strike
198.05
IV
45.2%
B/E move
0.5%

75Δ

Calls
Pseudo strike
190.01
IV
85.3%
B/E move
0.7%
Puts
Pseudo strike
198.50
IV
41.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
187.29
IV
101.9%
B/E move
0.6%
Puts
Pseudo strike
198.96
IV
38.4%
B/E move
0.3%