IntraAlpha
Create free account Start free

Werner Enterprises, Inc. Common Stock WERN

i

Market datapartial · fetched 2026-10-22T23:45:29.828Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:09.945539469Z

FundamentalsAlpha Vantage · unavailable

Share price$29.18
1D-2.3%
AH$29.08$29.44$29.80$30.16$30.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWERN
Sold putSold callAH

Werner Enterprises, Inc. Common Stock options

Live interpolated WERN call and put midpoint premiums by absolute delta.Werner Enterprises, Inc. Common Stock$0.43$1.56$2.70$3.83$4.97$20.84$25.04$29.23$33.43$37.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WERN spot · $29.18WERN PRICE$0.55$0.75$0.96$1.16$1.36$1.57$1.87$2.29$2.71$3.13$3.55$3.97$4.39$1.14$1.26$1.37$1.49$1.61$1.72$1.84$1.98$2.51$3.04$3.57$4.11$4.64
PutsCheap0.82×
CallsFair1.02×
SkewBearish+5.69 pp
Implied moveBalanced±$3.71
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.6963.3%20.8%23.06115.0%24.9%
25Δ33.8462.9%18.6%24.06105.2%21.9%
30Δ33.0062.4%16.4%25.0695.4%18.8%
35Δ32.1562.0%14.1%26.0685.6%15.8%
40Δ31.3061.5%11.9%27.0575.9%12.8%
45Δ30.4661.1%9.7%28.0566.1%9.8%
50Δ29.6860.9%8.1%29.0556.3%6.7%
55Δ28.9961.0%7.2%30.0347.0%3.8%
60Δ28.3061.2%6.3%30.7246.6%3.3%
65Δ27.6161.3%5.4%31.4046.3%2.8%
70Δ26.9261.5%4.4%32.0846.0%2.3%
75Δ26.2361.6%3.5%32.7745.6%1.8%
80Δ25.5461.7%2.6%33.4545.3%1.3%

20Δ

Calls
Pseudo strike
34.69
IV
63.3%
B/E move
20.8%
Puts
Pseudo strike
23.06
IV
115.0%
B/E move
24.9%

25Δ

Calls
Pseudo strike
33.84
IV
62.9%
B/E move
18.6%
Puts
Pseudo strike
24.06
IV
105.2%
B/E move
21.9%

30Δ

Calls
Pseudo strike
33.00
IV
62.4%
B/E move
16.4%
Puts
Pseudo strike
25.06
IV
95.4%
B/E move
18.8%

35Δ

Calls
Pseudo strike
32.15
IV
62.0%
B/E move
14.1%
Puts
Pseudo strike
26.06
IV
85.6%
B/E move
15.8%

40Δ

Calls
Pseudo strike
31.30
IV
61.5%
B/E move
11.9%
Puts
Pseudo strike
27.05
IV
75.9%
B/E move
12.8%

45Δ

Calls
Pseudo strike
30.46
IV
61.1%
B/E move
9.7%
Puts
Pseudo strike
28.05
IV
66.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
29.68
IV
60.9%
B/E move
8.1%
Puts
Pseudo strike
29.05
IV
56.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
28.99
IV
61.0%
B/E move
7.2%
Puts
Pseudo strike
30.03
IV
47.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
28.30
IV
61.2%
B/E move
6.3%
Puts
Pseudo strike
30.72
IV
46.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
27.61
IV
61.3%
B/E move
5.4%
Puts
Pseudo strike
31.40
IV
46.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
26.92
IV
61.5%
B/E move
4.4%
Puts
Pseudo strike
32.08
IV
46.0%
B/E move
2.3%

75Δ

Calls
Pseudo strike
26.23
IV
61.6%
B/E move
3.5%
Puts
Pseudo strike
32.77
IV
45.6%
B/E move
1.8%

80Δ

Calls
Pseudo strike
25.54
IV
61.7%
B/E move
2.6%
Puts
Pseudo strike
33.45
IV
45.3%
B/E move
1.3%

Options history

No recorded observations