Share price$6.32
1D-2.9%
Sold putSold call
The Wendy’s Co WEN
CONSUMER CYCLICAL · RESTAURANTSi
Market dataready · fetched 2026-10-21T17:52:11.427Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:51:57.955976282Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:05.689304+00:00
The Wendy’s Co options
PutsExpensive2.47×
CallsExpensive1.14×
SkewBearish+125.71 pp
Implied moveBearish±$0.93
TiltBearish66.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.82 | 86.6% | 8.6% | 6.13 | 84.4% | 5.2% |
| 25Δ | 6.47 | 45.7% | 3.1% | 6.25 | 101.6% | 4.9% |
| 30Δ | 6.44 | 46.1% | 2.9% | 6.37 | 118.7% | 4.7% |
| 35Δ | 6.40 | 46.4% | 2.7% | 6.49 | 135.8% | 4.5% |
| 40Δ | 6.36 | 46.7% | 2.5% | 6.61 | 152.9% | 4.2% |
| 45Δ | 6.33 | 47.1% | 2.2% | 6.74 | 170.0% | 4.0% |
| 50Δ | 6.29 | 47.4% | 2.0% | 6.86 | 187.1% | 3.8% |
| 55Δ | 6.26 | 47.7% | 1.8% | 6.98 | 204.2% | 3.6% |
| 60Δ | 6.22 | 48.1% | 1.6% | 7.10 | 221.4% | 3.3% |
| 65Δ | 6.19 | 48.4% | 1.4% | 7.23 | 238.5% | 3.1% |
| 70Δ | 6.15 | 48.7% | 1.1% | 7.35 | 255.6% | 2.9% |
| 75Δ | 6.12 | 49.1% | 0.9% | 7.47 | 272.7% | 2.7% |
| 80Δ | 6.08 | 49.4% | 0.7% | 6.96 | 148.9% | 1.3% |
20Δ
- Pseudo strike
- 6.82
- IV
- 86.6%
- B/E move
- 8.6%
- Pseudo strike
- 6.13
- IV
- 84.4%
- B/E move
- 5.2%
25Δ
- Pseudo strike
- 6.47
- IV
- 45.7%
- B/E move
- 3.1%
- Pseudo strike
- 6.25
- IV
- 101.6%
- B/E move
- 4.9%
30Δ
- Pseudo strike
- 6.44
- IV
- 46.1%
- B/E move
- 2.9%
- Pseudo strike
- 6.37
- IV
- 118.7%
- B/E move
- 4.7%
35Δ
- Pseudo strike
- 6.40
- IV
- 46.4%
- B/E move
- 2.7%
- Pseudo strike
- 6.49
- IV
- 135.8%
- B/E move
- 4.5%
40Δ
- Pseudo strike
- 6.36
- IV
- 46.7%
- B/E move
- 2.5%
- Pseudo strike
- 6.61
- IV
- 152.9%
- B/E move
- 4.2%
45Δ
- Pseudo strike
- 6.33
- IV
- 47.1%
- B/E move
- 2.2%
- Pseudo strike
- 6.74
- IV
- 170.0%
- B/E move
- 4.0%
50Δ
- Pseudo strike
- 6.29
- IV
- 47.4%
- B/E move
- 2.0%
- Pseudo strike
- 6.86
- IV
- 187.1%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 6.26
- IV
- 47.7%
- B/E move
- 1.8%
- Pseudo strike
- 6.98
- IV
- 204.2%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- 6.22
- IV
- 48.1%
- B/E move
- 1.6%
- Pseudo strike
- 7.10
- IV
- 221.4%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 6.19
- IV
- 48.4%
- B/E move
- 1.4%
- Pseudo strike
- 7.23
- IV
- 238.5%
- B/E move
- 3.1%
70Δ
- Pseudo strike
- 6.15
- IV
- 48.7%
- B/E move
- 1.1%
- Pseudo strike
- 7.35
- IV
- 255.6%
- B/E move
- 2.9%
75Δ
- Pseudo strike
- 6.12
- IV
- 49.1%
- B/E move
- 0.9%
- Pseudo strike
- 7.47
- IV
- 272.7%
- B/E move
- 2.7%
80Δ
- Pseudo strike
- 6.08
- IV
- 49.4%
- B/E move
- 0.7%
- Pseudo strike
- 6.96
- IV
- 148.9%
- B/E move
- 1.3%
Options history
Table
| Date | IV |
|---|---|
| 55.79% |