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Workday Inc WDAY

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T00:16:56.126Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:40:33.368027304Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:16:55.528298+00:00

Share price$193.40
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$2.01$10.59$19.16$27.73$36.30$159.64$178.06$196.49$214.92$233.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WDAY spot · $193.40WDAY PRICE$2.94$4.01$5.17$6.59$8.38$10.16$11.45$13.55$16.21$18.79$22.87$27.07$33.83$3.34$4.03$5.24$6.43$7.34$9.04$10.84$12.61$14.23$15.78$17.33$18.90$21.04
PutsCheap0.90×
CallsExpensive1.07×
SkewBullish-14.70 pp
Implied moveBullish±$22.29
TiltBullish10.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ221.9246.2%16.3%173.7845.7%11.9%
25Δ216.8646.7%14.2%179.2241.6%9.4%
30Δ212.5247.7%12.6%182.7941.8%8.2%
35Δ208.4649.2%11.2%186.0941.8%7.1%
40Δ204.7951.5%10.2%189.5739.4%5.8%
45Δ201.1253.9%9.2%192.6940.2%5.0%
50Δ196.8852.2%7.7%195.7841.0%4.4%
55Δ192.6853.0%6.6%198.9540.8%3.7%
60Δ188.6055.5%5.9%201.8539.6%3.0%
65Δ184.1956.1%5.0%204.6137.9%2.4%
70Δ178.9560.2%4.4%207.3736.2%1.7%
75Δ173.2962.6%3.6%210.1434.5%1.1%
80Δ165.4569.5%3.0%212.9932.4%0.8%

20Δ

Calls
Pseudo strike
221.92
IV
46.2%
B/E move
16.3%
Puts
Pseudo strike
173.78
IV
45.7%
B/E move
11.9%

25Δ

Calls
Pseudo strike
216.86
IV
46.7%
B/E move
14.2%
Puts
Pseudo strike
179.22
IV
41.6%
B/E move
9.4%

30Δ

Calls
Pseudo strike
212.52
IV
47.7%
B/E move
12.6%
Puts
Pseudo strike
182.79
IV
41.8%
B/E move
8.2%

35Δ

Calls
Pseudo strike
208.46
IV
49.2%
B/E move
11.2%
Puts
Pseudo strike
186.09
IV
41.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
204.79
IV
51.5%
B/E move
10.2%
Puts
Pseudo strike
189.57
IV
39.4%
B/E move
5.8%

45Δ

Calls
Pseudo strike
201.12
IV
53.9%
B/E move
9.2%
Puts
Pseudo strike
192.69
IV
40.2%
B/E move
5.0%

50Δ

Calls
Pseudo strike
196.88
IV
52.2%
B/E move
7.7%
Puts
Pseudo strike
195.78
IV
41.0%
B/E move
4.4%

55Δ

Calls
Pseudo strike
192.68
IV
53.0%
B/E move
6.6%
Puts
Pseudo strike
198.95
IV
40.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
188.60
IV
55.5%
B/E move
5.9%
Puts
Pseudo strike
201.85
IV
39.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
184.19
IV
56.1%
B/E move
5.0%
Puts
Pseudo strike
204.61
IV
37.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
178.95
IV
60.2%
B/E move
4.4%
Puts
Pseudo strike
207.37
IV
36.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
173.29
IV
62.6%
B/E move
3.6%
Puts
Pseudo strike
210.14
IV
34.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
165.45
IV
69.5%
B/E move
3.0%
Puts
Pseudo strike
212.99
IV
32.4%
B/E move
0.8%