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Westrock Coffee Company Common Stock WEST

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Market datapartial · fetched 2026-10-22T22:54:51.574Z

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 · 2026-10-22T21:06:17.607334829Z

FundamentalsAlpha Vantage · unavailable

Share price$9.84
1D+7.9%
AH$9.00$9.25$9.51$9.76$10.025:30 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$0.08$1.15$2.22$3.29$4.36$7.30$8.51$9.72$10.93$12.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEST spot · $9.84WEST PRICE$0.19$0.25$0.30$0.39$0.48$0.57$0.66$0.79$0.93$1.07$1.21$1.37$1.53$0.26$0.32$0.40$0.50$0.61$0.71$0.83$1.01$1.18$1.36$2.14$4.05$3.02
PutsExpensive1.59×
CallsExpensive1.11×
SkewBearish+8.85 pp
Implied moveBearish±$1.49
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8568.2%22.4%8.3875.9%17.5%
25Δ11.4265.3%18.6%8.7769.8%14.0%
30Δ10.9962.5%14.8%9.1066.3%11.5%
35Δ10.7663.4%13.3%9.3466.2%10.2%
40Δ10.5264.3%11.8%9.5766.1%8.9%
45Δ10.2865.2%10.3%9.8166.0%7.6%
50Δ10.0566.2%8.8%10.0566.1%6.3%
55Δ9.8067.0%7.6%10.3166.4%5.5%
60Δ9.5667.8%6.6%10.5766.8%4.6%
65Δ9.3268.7%5.5%10.8367.2%3.8%
70Δ9.0769.5%4.5%11.6582.5%3.4%
75Δ8.8367.4%3.6%13.51125.2%3.8%
80Δ8.5964.1%2.8%12.6589.9%2.1%

20Δ

Calls
Pseudo strike
11.85
IV
68.2%
B/E move
22.4%
Puts
Pseudo strike
8.38
IV
75.9%
B/E move
17.5%

25Δ

Calls
Pseudo strike
11.42
IV
65.3%
B/E move
18.6%
Puts
Pseudo strike
8.77
IV
69.8%
B/E move
14.0%

30Δ

Calls
Pseudo strike
10.99
IV
62.5%
B/E move
14.8%
Puts
Pseudo strike
9.10
IV
66.3%
B/E move
11.5%

35Δ

Calls
Pseudo strike
10.76
IV
63.4%
B/E move
13.3%
Puts
Pseudo strike
9.34
IV
66.2%
B/E move
10.2%

40Δ

Calls
Pseudo strike
10.52
IV
64.3%
B/E move
11.8%
Puts
Pseudo strike
9.57
IV
66.1%
B/E move
8.9%

45Δ

Calls
Pseudo strike
10.28
IV
65.2%
B/E move
10.3%
Puts
Pseudo strike
9.81
IV
66.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
10.05
IV
66.2%
B/E move
8.8%
Puts
Pseudo strike
10.05
IV
66.1%
B/E move
6.3%

55Δ

Calls
Pseudo strike
9.80
IV
67.0%
B/E move
7.6%
Puts
Pseudo strike
10.31
IV
66.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
9.56
IV
67.8%
B/E move
6.6%
Puts
Pseudo strike
10.57
IV
66.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
9.32
IV
68.7%
B/E move
5.5%
Puts
Pseudo strike
10.83
IV
67.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
9.07
IV
69.5%
B/E move
4.5%
Puts
Pseudo strike
11.65
IV
82.5%
B/E move
3.4%

75Δ

Calls
Pseudo strike
8.83
IV
67.4%
B/E move
3.6%
Puts
Pseudo strike
13.51
IV
125.2%
B/E move
3.8%

80Δ

Calls
Pseudo strike
8.59
IV
64.1%
B/E move
2.8%
Puts
Pseudo strike
12.65
IV
89.9%
B/E move
2.1%

Options history

No recorded observations