IntraAlpha
Create free account Start free

WEX Inc. WEX

i

Market datapartial · fetched 2026-10-22T21:37:31.422Z

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 · 2026-10-22T20:10:00.004281589Z

FundamentalsAlpha Vantage · unavailable

Share price$198.14
1D+5.6%
AH$187$190$193$196$1995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEX
Sold putSold callAH

WEX Inc. options

Live interpolated WEX call and put midpoint premiums by absolute delta.WEX Inc.$1.93$9.97$18.00$26.04$34.08$159.75$177.50$195.25$213.01$230.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEX spot · $198.14WEX PRICE$2.80$3.68$4.48$5.33$6.76$8.20$9.63$11.31$13.00$14.62$17.02$19.73$22.63$3.37$4.59$5.95$7.22$8.36$9.93$11.77$13.87$15.97$18.33$21.29$24.24$31.76
PutsExpensive1.57×
CallsExpensive1.38×
SkewBearish+2.86 pp
Implied moveBearish±$21.40
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ224.5647.0%14.7%178.0350.5%11.8%
25Δ219.4047.1%12.6%182.3750.6%10.3%
30Δ214.5745.0%10.6%186.0851.6%9.1%
35Δ209.8343.1%8.6%190.0550.6%7.7%
40Δ206.7144.3%7.7%193.7448.4%6.4%
45Δ203.5945.5%6.9%197.2247.9%5.5%
50Δ200.4746.6%6.0%200.6248.2%4.7%
55Δ197.1947.2%5.2%204.1148.0%4.0%
60Δ193.9047.1%4.4%207.6147.7%3.3%
65Δ190.6746.1%3.6%211.2847.5%2.6%
70Δ187.0546.7%3.0%215.3247.3%2.1%
75Δ183.2247.3%2.4%219.3747.1%1.5%
80Δ179.2247.2%1.9%227.5952.0%1.2%

20Δ

Calls
Pseudo strike
224.56
IV
47.0%
B/E move
14.7%
Puts
Pseudo strike
178.03
IV
50.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
219.40
IV
47.1%
B/E move
12.6%
Puts
Pseudo strike
182.37
IV
50.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
214.57
IV
45.0%
B/E move
10.6%
Puts
Pseudo strike
186.08
IV
51.6%
B/E move
9.1%

35Δ

Calls
Pseudo strike
209.83
IV
43.1%
B/E move
8.6%
Puts
Pseudo strike
190.05
IV
50.6%
B/E move
7.7%

40Δ

Calls
Pseudo strike
206.71
IV
44.3%
B/E move
7.7%
Puts
Pseudo strike
193.74
IV
48.4%
B/E move
6.4%

45Δ

Calls
Pseudo strike
203.59
IV
45.5%
B/E move
6.9%
Puts
Pseudo strike
197.22
IV
47.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
200.47
IV
46.6%
B/E move
6.0%
Puts
Pseudo strike
200.62
IV
48.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
197.19
IV
47.2%
B/E move
5.2%
Puts
Pseudo strike
204.11
IV
48.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
193.90
IV
47.1%
B/E move
4.4%
Puts
Pseudo strike
207.61
IV
47.7%
B/E move
3.3%

65Δ

Calls
Pseudo strike
190.67
IV
46.1%
B/E move
3.6%
Puts
Pseudo strike
211.28
IV
47.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
187.05
IV
46.7%
B/E move
3.0%
Puts
Pseudo strike
215.32
IV
47.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
183.22
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
219.37
IV
47.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
179.22
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
227.59
IV
52.0%
B/E move
1.2%

Options history

No recorded observations