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WD-40 Company Common Stock WDFC

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-12T14:57:15.200Z

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 · 2026-11-12T14:50:41.23075079Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T14:57:13.665988+00:00

Share price$221.22
1D+0.2%
$220.65$220.97$221.30$221.63$221.955:30 AM6:30 AM9:00 AM1:00 PMWDFC
Sold putSold call

WD-40 Company Common Stock options

Live interpolated WDFC call and put midpoint premiums by absolute delta.WD-40 Company Common Stock$0.85$3.63$6.42$9.20$11.98$204.90$213.68$222.46$231.23$240.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WDFC spot · $221.22WDFC PRICE$1.15$1.65$2.24$2.83$3.42$4.01$4.60$5.19$6.29$7.52$8.74$9.96$11.18$1.30$1.69$2.08$2.48$2.87$3.44$4.35$5.25$6.16$7.07$7.97$8.88$10.13
PutsCheap0.79×
CallsFair0.96×
SkewBullish-3.53 pp
Implied moveBullish±$8.95
TiltBullish3.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ231.1832.5%5.0%211.8833.7%4.8%
25Δ228.9531.8%4.2%213.6332.7%4.2%
30Δ227.5032.3%3.9%215.3831.7%3.6%
35Δ226.0632.9%3.5%217.1230.7%3.0%
40Δ224.6133.4%3.1%218.8729.7%2.4%
45Δ223.1633.9%2.7%220.4829.2%1.9%
50Δ221.7234.4%2.3%221.8629.3%1.7%
55Δ220.2734.9%1.9%223.2429.5%1.5%
60Δ218.5935.1%1.7%224.6229.7%1.2%
65Δ216.8635.2%1.4%226.0029.8%1.0%
70Δ215.1235.4%1.2%227.3730.0%0.8%
75Δ213.3935.5%1.0%228.7530.2%0.6%
80Δ211.6635.6%0.7%230.4530.8%0.4%

20Δ

Calls
Pseudo strike
231.18
IV
32.5%
B/E move
5.0%
Puts
Pseudo strike
211.88
IV
33.7%
B/E move
4.8%

25Δ

Calls
Pseudo strike
228.95
IV
31.8%
B/E move
4.2%
Puts
Pseudo strike
213.63
IV
32.7%
B/E move
4.2%

30Δ

Calls
Pseudo strike
227.50
IV
32.3%
B/E move
3.9%
Puts
Pseudo strike
215.38
IV
31.7%
B/E move
3.6%

35Δ

Calls
Pseudo strike
226.06
IV
32.9%
B/E move
3.5%
Puts
Pseudo strike
217.12
IV
30.7%
B/E move
3.0%

40Δ

Calls
Pseudo strike
224.61
IV
33.4%
B/E move
3.1%
Puts
Pseudo strike
218.87
IV
29.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
223.16
IV
33.9%
B/E move
2.7%
Puts
Pseudo strike
220.48
IV
29.2%
B/E move
1.9%

50Δ

Calls
Pseudo strike
221.72
IV
34.4%
B/E move
2.3%
Puts
Pseudo strike
221.86
IV
29.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
220.27
IV
34.9%
B/E move
1.9%
Puts
Pseudo strike
223.24
IV
29.5%
B/E move
1.5%

60Δ

Calls
Pseudo strike
218.59
IV
35.1%
B/E move
1.7%
Puts
Pseudo strike
224.62
IV
29.7%
B/E move
1.2%

65Δ

Calls
Pseudo strike
216.86
IV
35.2%
B/E move
1.4%
Puts
Pseudo strike
226.00
IV
29.8%
B/E move
1.0%

70Δ

Calls
Pseudo strike
215.12
IV
35.4%
B/E move
1.2%
Puts
Pseudo strike
227.37
IV
30.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
213.39
IV
35.5%
B/E move
1.0%
Puts
Pseudo strike
228.75
IV
30.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
211.66
IV
35.6%
B/E move
0.7%
Puts
Pseudo strike
230.45
IV
30.8%
B/E move
0.4%

Options history

IV · four-Friday blend30.76%
Daily EOD
WDFC29.9%35.0%40.1%2026-10-19: 38.23%2026-10-20: 38.57%2026-10-21: 39.40%2026-10-22: 31.45%2026-10-23: 31.20%2026-10-26: 31.49%2026-10-27: 30.59%2026-10-28: 31.41%2026-10-29: 30.89%2026-10-30: 30.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.23%
38.57%
39.40%
31.45%
31.20%
31.49%
30.59%
31.41%
30.89%
30.76%