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Werner Enterprises, Inc. Common Stock WERN

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Market datapartial · fetched 2026-10-22T19:27:02.824Z

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 · 2026-10-22T19:26:30.154257586Z

FundamentalsAlpha Vantage · unavailable

Share price$29.69
1D-0.6%
$29.29$29.60$29.90$30.20$30.515:30 AM6:30 AM9:00 AM1:00 PMWERN
Sold putSold call

Werner Enterprises, Inc. Common Stock options

Live interpolated WERN call and put midpoint premiums by absolute delta.Werner Enterprises, Inc. Common Stock$0.38$2.56$4.73$6.90$9.08$21.29$25.36$29.43$33.51$37.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WERN spot · $29.69WERN PRICE$0.62$0.77$0.93$1.08$1.24$1.40$1.55$1.95$2.39$2.83$3.27$3.71$4.15$0.69$0.85$1.00$1.16$1.32$1.48$1.69$2.81$3.94$5.07$6.20$7.32$8.45
PutsCheap0.74×
CallsFair0.95×
SkewBearish+2.59 pp
Implied moveBearish±$3.24
TiltBearish23.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ37.9875.2%30.0%24.3975.4%20.2%
25Δ36.6871.2%26.2%25.3470.3%17.5%
30Δ35.3967.1%22.3%26.2865.2%14.9%
35Δ34.0963.0%18.5%27.2260.2%12.2%
40Δ32.7959.0%14.6%28.1755.1%9.6%
45Δ31.5054.9%10.8%29.1150.0%6.9%
50Δ30.2050.8%6.9%30.0745.4%4.4%
55Δ29.4650.5%5.8%31.3449.6%3.9%
60Δ28.8150.7%5.1%32.6153.8%3.4%
65Δ28.1751.0%4.4%33.8858.0%3.0%
70Δ27.5251.3%3.7%35.1562.1%2.5%
75Δ26.8851.6%3.0%36.4266.3%2.0%
80Δ26.2451.9%2.4%37.6970.5%1.5%

20Δ

Calls
Pseudo strike
37.98
IV
75.2%
B/E move
30.0%
Puts
Pseudo strike
24.39
IV
75.4%
B/E move
20.2%

25Δ

Calls
Pseudo strike
36.68
IV
71.2%
B/E move
26.2%
Puts
Pseudo strike
25.34
IV
70.3%
B/E move
17.5%

30Δ

Calls
Pseudo strike
35.39
IV
67.1%
B/E move
22.3%
Puts
Pseudo strike
26.28
IV
65.2%
B/E move
14.9%

35Δ

Calls
Pseudo strike
34.09
IV
63.0%
B/E move
18.5%
Puts
Pseudo strike
27.22
IV
60.2%
B/E move
12.2%

40Δ

Calls
Pseudo strike
32.79
IV
59.0%
B/E move
14.6%
Puts
Pseudo strike
28.17
IV
55.1%
B/E move
9.6%

45Δ

Calls
Pseudo strike
31.50
IV
54.9%
B/E move
10.8%
Puts
Pseudo strike
29.11
IV
50.0%
B/E move
6.9%

50Δ

Calls
Pseudo strike
30.20
IV
50.8%
B/E move
6.9%
Puts
Pseudo strike
30.07
IV
45.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
29.46
IV
50.5%
B/E move
5.8%
Puts
Pseudo strike
31.34
IV
49.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
28.81
IV
50.7%
B/E move
5.1%
Puts
Pseudo strike
32.61
IV
53.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
28.17
IV
51.0%
B/E move
4.4%
Puts
Pseudo strike
33.88
IV
58.0%
B/E move
3.0%

70Δ

Calls
Pseudo strike
27.52
IV
51.3%
B/E move
3.7%
Puts
Pseudo strike
35.15
IV
62.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
26.88
IV
51.6%
B/E move
3.0%
Puts
Pseudo strike
36.42
IV
66.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
26.24
IV
51.9%
B/E move
2.4%
Puts
Pseudo strike
37.69
IV
70.5%
B/E move
1.5%

Options history

No recorded observations