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Welltower Inc. WELL

i

Market dataready · fetched 2026-11-12T15:28:17.504Z

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 · 2026-11-12T15:27:51.658798137Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:28:16.958284+00:00

Share price$246.37
1D-0.6%
$244.95$245.76$246.57$247.38$248.185:30 AM6:30 AM9:00 AM1:00 PMWELL
Sold putSold call

Welltower Inc. options

Live interpolated WELL call and put midpoint premiums by absolute delta.Welltower Inc.$0.96$3.66$6.37$9.07$11.78$233.61$240.10$246.59$253.09$259.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WELL spot · $246.37WELL PRICE$1.35$1.80$2.25$2.70$3.18$3.82$4.47$5.12$5.76$6.41$7.05$7.70$9.42$1.25$1.58$2.10$2.62$3.15$3.68$4.21$4.73$5.26$6.08$7.72$9.36$11.00
PutsFair0.97×
CallsExpensive1.17×
SkewBullish-1.91 pp
Implied moveBullish±$8.68
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.8229.5%4.8%237.0129.9%4.3%
25Δ255.0430.0%4.3%239.8428.4%3.3%
30Δ253.2730.4%3.7%241.2328.0%2.9%
35Δ251.4930.9%3.2%242.5327.6%2.6%
40Δ249.7931.2%2.7%243.8327.2%2.3%
45Δ248.4530.4%2.4%245.1326.7%2.0%
50Δ247.1129.7%2.1%246.4426.3%1.7%
55Δ245.7729.0%1.8%247.7425.9%1.4%
60Δ244.4328.3%1.6%249.0425.5%1.1%
65Δ243.0927.6%1.3%250.5225.4%0.8%
70Δ241.7526.9%1.0%252.5026.1%0.6%
75Δ240.4126.2%0.7%254.4726.8%0.5%
80Δ238.2826.0%0.5%256.4427.4%0.4%

20Δ

Calls
Pseudo strike
256.82
IV
29.5%
B/E move
4.8%
Puts
Pseudo strike
237.01
IV
29.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
255.04
IV
30.0%
B/E move
4.3%
Puts
Pseudo strike
239.84
IV
28.4%
B/E move
3.3%

30Δ

Calls
Pseudo strike
253.27
IV
30.4%
B/E move
3.7%
Puts
Pseudo strike
241.23
IV
28.0%
B/E move
2.9%

35Δ

Calls
Pseudo strike
251.49
IV
30.9%
B/E move
3.2%
Puts
Pseudo strike
242.53
IV
27.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
249.79
IV
31.2%
B/E move
2.7%
Puts
Pseudo strike
243.83
IV
27.2%
B/E move
2.3%

45Δ

Calls
Pseudo strike
248.45
IV
30.4%
B/E move
2.4%
Puts
Pseudo strike
245.13
IV
26.7%
B/E move
2.0%

50Δ

Calls
Pseudo strike
247.11
IV
29.7%
B/E move
2.1%
Puts
Pseudo strike
246.44
IV
26.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
245.77
IV
29.0%
B/E move
1.8%
Puts
Pseudo strike
247.74
IV
25.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
244.43
IV
28.3%
B/E move
1.6%
Puts
Pseudo strike
249.04
IV
25.5%
B/E move
1.1%

65Δ

Calls
Pseudo strike
243.09
IV
27.6%
B/E move
1.3%
Puts
Pseudo strike
250.52
IV
25.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
241.75
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
252.50
IV
26.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
240.41
IV
26.2%
B/E move
0.7%
Puts
Pseudo strike
254.47
IV
26.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
238.28
IV
26.0%
B/E move
0.5%
Puts
Pseudo strike
256.44
IV
27.4%
B/E move
0.4%

Options history

IV · four-Friday blend26.36%
Daily close
WELL22.6%25.0%27.4%2026-08-14: 23.78%2026-08-21: 23.74%2026-08-24: 24.02%2026-08-25: 23.60%2026-08-26: 23.26%2026-08-27: 22.89%2026-08-28: 23.12%2026-08-31: 23.72%2026-09-01: 23.46%2026-09-02: 23.85%2026-09-03: 23.43%2026-09-04: 24.44%2026-09-08: 25.74%2026-09-09: 25.20%2026-09-10: 24.87%2026-09-11: 24.73%2026-09-18: 24.54%2026-09-21: 25.24%2026-09-22: 25.23%2026-09-23: 24.76%2026-09-24: 25.92%2026-09-25: 25.44%2026-09-28: 25.70%2026-09-29: 25.58%2026-09-30: 25.13%2026-10-01: 25.41%2026-10-02: 25.21%2026-10-05: 24.42%2026-10-06: 25.14%2026-10-08: 25.74%2026-10-12: 25.26%2026-10-13: 26.51%2026-10-16: 25.55%2026-10-19: 25.78%2026-10-20: 25.47%2026-10-21: 25.82%2026-10-22: 26.63%2026-10-23: 26.79%2026-10-26: 27.09%2026-10-27: 24.36%2026-10-28: 24.32%2026-10-29: 24.94%2026-10-30: 26.36%Aug 14Sep 25Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.78%
23.74%
24.02%
23.60%
23.26%
22.89%
23.12%
23.72%
23.46%
23.85%
23.43%
24.44%
25.74%
25.20%
24.87%
24.73%
24.54%
25.24%
25.23%
24.76%
25.92%
25.44%
25.70%
25.58%
25.13%
25.41%
25.21%
24.42%
25.14%
25.74%
25.26%
26.51%
25.55%
25.78%
25.47%
25.82%
26.63%
26.79%
27.09%
24.36%
24.32%
24.94%
26.36%