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Westrock Coffee Company Common Stock WEST

i

Market dataready · fetched 2026-11-12T00:52:48.078Z

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 · 2026-11-11T21:00:00.228219895Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:52:47.462492+00:00

Share price$8.59
1D-2.2%
AH$8.53$8.63$8.72$8.81$8.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEST
Sold putSold callAH

Westrock Coffee Company Common Stock options

Live interpolated WEST call and put midpoint premiums by absolute delta.Westrock Coffee Company Common Stock$0.12$0.29$0.46$0.63$0.80$6.57$7.66$8.75$9.84$10.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WEST spot · $8.59WEST PRICE$0.14$0.17$0.20$0.23$0.29$0.37$0.44$0.52$0.60$0.68$0.75$0.14$0.15$0.19$0.23$0.26$0.30$0.33$0.37$0.41$0.44$0.48
Puts——
Calls——
Skew——
Implied moveBullish±$0.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.9297.6%17.0%7.6194.9%13.1%
25Δ9.6691.5%14.4%8.0172.1%8.5%
30Δ9.3985.5%11.7%8.1169.3%7.7%
35Δ9.1379.4%9.0%8.2266.5%7.0%
40Δ8.9377.0%7.3%8.3263.7%6.2%
45Δ8.7978.1%6.6%8.4360.9%5.4%
50Δ8.6579.2%5.8%8.5358.1%4.6%
55Δ8.5080.4%5.1%8.6355.3%3.8%
60Δ8.3681.5%4.4%8.7452.5%3.0%
65Δ8.2282.6%3.6%8.8449.7%2.3%
70Δ8.0883.7%2.9%8.9446.9%1.5%
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.92
IV
97.6%
B/E move
17.0%
Puts
Pseudo strike
7.61
IV
94.9%
B/E move
13.1%

25Δ

Calls
Pseudo strike
9.66
IV
91.5%
B/E move
14.4%
Puts
Pseudo strike
8.01
IV
72.1%
B/E move
8.5%

30Δ

Calls
Pseudo strike
9.39
IV
85.5%
B/E move
11.7%
Puts
Pseudo strike
8.11
IV
69.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
9.13
IV
79.4%
B/E move
9.0%
Puts
Pseudo strike
8.22
IV
66.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
8.93
IV
77.0%
B/E move
7.3%
Puts
Pseudo strike
8.32
IV
63.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
8.79
IV
78.1%
B/E move
6.6%
Puts
Pseudo strike
8.43
IV
60.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
8.65
IV
79.2%
B/E move
5.8%
Puts
Pseudo strike
8.53
IV
58.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
8.50
IV
80.4%
B/E move
5.1%
Puts
Pseudo strike
8.63
IV
55.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
8.36
IV
81.5%
B/E move
4.4%
Puts
Pseudo strike
8.74
IV
52.5%
B/E move
3.0%

65Δ

Calls
Pseudo strike
8.22
IV
82.6%
B/E move
3.6%
Puts
Pseudo strike
8.84
IV
49.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
8.08
IV
83.7%
B/E move
2.9%
Puts
Pseudo strike
8.94
IV
46.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.92%
Daily EOD
WEST55.5%58.4%61.2%2026-10-19: 57.01%2026-10-20: 59.61%2026-10-21: 60.82%2026-10-22: 60.28%2026-10-23: 59.92%2026-10-26: 59.74%2026-10-27: 57.90%2026-10-28: 60.19%2026-10-29: 60.81%2026-10-30: 55.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.01%
59.61%
60.82%
60.28%
59.92%
59.74%
57.90%
60.19%
60.81%
55.92%