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Woodside Energy Group Limited American Depositary Shares, each representing one Ordinary Share WDS

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Market datapartial · fetched 2026-11-13T17:10:35.495Z

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 · 2026-11-13T17:10:17.620378141Z

FundamentalsAlpha Vantage · unavailable

Share price$21.00
1D-1.2%
$20.95$21.03$21.11$21.19$21.275:30 AM6:30 AM9:00 AM1:00 PMWDS
Sold putSold call

Woodside Energy Group Limited American Depositary Shares, each representing one Ordinary Share options

Live interpolated WDS call and put midpoint premiums by absolute delta.Woodside Energy Group Limited American Depositary Shares, each representing one Ordinary Share$1.14$2.65$4.17$5.68$7.20$15.15$16.95$18.75$20.55$22.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WDS spot · $21.00WDS PRICE$1.30$1.33$1.41$1.49$1.56$1.64$1.72$1.80$1.87$2.23$2.59$2.95$1.32$1.33$1.35$1.37$1.76$2.38$3.01$3.63$4.26$4.89$5.51$6.14$6.76
PutsExpensive6.66×
Calls——
Skew——
Implied moveBearish±$4.65
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.81326.7%31.0%
25Δ34.61377.7%71.0%17.60252.2%22.5%
30Δ29.45304.3%46.6%18.60214.1%17.8%
35Δ28.10277.4%40.5%19.61175.9%13.1%
40Δ26.76250.6%34.5%20.50159.0%10.7%
45Δ25.42223.7%28.5%21.32155.6%9.8%
50Δ24.07196.9%22.5%22.14152.3%8.9%
55Δ22.73170.0%16.4%22.96149.0%8.0%
60Δ21.39143.2%10.4%23.78145.6%7.0%
65Δ20.05116.4%4.4%24.60142.3%6.1%
70Δ19.51114.3%3.5%25.43139.0%5.2%
75Δ19.01113.2%2.8%26.25135.6%4.2%
80Δ18.51112.1%2.2%27.07132.3%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.81
IV
326.7%
B/E move
31.0%

25Δ

Calls
Pseudo strike
34.61
IV
377.7%
B/E move
71.0%
Puts
Pseudo strike
17.60
IV
252.2%
B/E move
22.5%

30Δ

Calls
Pseudo strike
29.45
IV
304.3%
B/E move
46.6%
Puts
Pseudo strike
18.60
IV
214.1%
B/E move
17.8%

35Δ

Calls
Pseudo strike
28.10
IV
277.4%
B/E move
40.5%
Puts
Pseudo strike
19.61
IV
175.9%
B/E move
13.1%

40Δ

Calls
Pseudo strike
26.76
IV
250.6%
B/E move
34.5%
Puts
Pseudo strike
20.50
IV
159.0%
B/E move
10.7%

45Δ

Calls
Pseudo strike
25.42
IV
223.7%
B/E move
28.5%
Puts
Pseudo strike
21.32
IV
155.6%
B/E move
9.8%

50Δ

Calls
Pseudo strike
24.07
IV
196.9%
B/E move
22.5%
Puts
Pseudo strike
22.14
IV
152.3%
B/E move
8.9%

55Δ

Calls
Pseudo strike
22.73
IV
170.0%
B/E move
16.4%
Puts
Pseudo strike
22.96
IV
149.0%
B/E move
8.0%

60Δ

Calls
Pseudo strike
21.39
IV
143.2%
B/E move
10.4%
Puts
Pseudo strike
23.78
IV
145.6%
B/E move
7.0%

65Δ

Calls
Pseudo strike
20.05
IV
116.4%
B/E move
4.4%
Puts
Pseudo strike
24.60
IV
142.3%
B/E move
6.1%

70Δ

Calls
Pseudo strike
19.51
IV
114.3%
B/E move
3.5%
Puts
Pseudo strike
25.43
IV
139.0%
B/E move
5.2%

75Δ

Calls
Pseudo strike
19.01
IV
113.2%
B/E move
2.8%
Puts
Pseudo strike
26.25
IV
135.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
18.51
IV
112.1%
B/E move
2.2%
Puts
Pseudo strike
27.07
IV
132.3%
B/E move
3.3%

Options history

IV · four-Friday blend45.63%
Daily EOD
WDS36.4%41.4%46.3%2026-10-21: 42.56%2026-10-22: 37.08%2026-10-27: 40.71%2026-10-28: 39.88%2026-10-29: 45.63%Oct 21Oct 27Oct 29
5 observations2026-10-21 — 2026-10-29
Table
DateIV (%)
42.56%
37.08%
40.71%
39.88%
45.63%