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WEX Inc. WEX

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-12T02:01:52.287Z

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 · 2026-11-12T00:00:00.0003418Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:01:51.492131+00:00

Share price$182.29
1D+2.2%
AH$178$179$180$182$1835:30 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.$1.05$3.71$6.37$9.02$11.68$165.93$174.20$182.46$190.72$198.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEX spot · $182.29WEX PRICE$1.34$1.62$2.07$2.57$3.06$3.56$4.07$4.58$5.09$5.87$6.74$7.60$8.46$1.61$1.88$2.18$2.49$2.89$3.61$4.33$5.05$5.86$6.88$7.91$8.93$10.91
PutsCheap0.81×
CallsCheap0.76×
SkewBearish+1.07 pp
Implied moveBearish±$8.40
TiltBearish6.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ193.9344.0%7.1%171.3449.1%6.9%
25Δ190.6739.3%5.5%174.7542.7%5.2%
30Δ188.7738.4%4.7%176.7239.3%4.3%
35Δ187.2238.4%4.1%178.5736.2%3.4%
40Δ185.6738.5%3.5%180.2933.9%2.7%
45Δ184.2537.8%3.0%181.5634.5%2.4%
50Δ182.9336.6%2.6%182.8435.1%2.1%
55Δ181.6135.4%2.1%184.1135.8%1.8%
60Δ180.2934.2%1.7%185.4536.2%1.5%
65Δ178.9833.6%1.4%186.9336.2%1.2%
70Δ177.6733.2%1.2%188.4136.1%1.0%
75Δ176.3632.7%0.9%189.9036.1%0.7%
80Δ175.0532.3%0.7%192.2237.1%0.5%

20Δ

Calls
Pseudo strike
193.93
IV
44.0%
B/E move
7.1%
Puts
Pseudo strike
171.34
IV
49.1%
B/E move
6.9%

25Δ

Calls
Pseudo strike
190.67
IV
39.3%
B/E move
5.5%
Puts
Pseudo strike
174.75
IV
42.7%
B/E move
5.2%

30Δ

Calls
Pseudo strike
188.77
IV
38.4%
B/E move
4.7%
Puts
Pseudo strike
176.72
IV
39.3%
B/E move
4.3%

35Δ

Calls
Pseudo strike
187.22
IV
38.4%
B/E move
4.1%
Puts
Pseudo strike
178.57
IV
36.2%
B/E move
3.4%

40Δ

Calls
Pseudo strike
185.67
IV
38.5%
B/E move
3.5%
Puts
Pseudo strike
180.29
IV
33.9%
B/E move
2.7%

45Δ

Calls
Pseudo strike
184.25
IV
37.8%
B/E move
3.0%
Puts
Pseudo strike
181.56
IV
34.5%
B/E move
2.4%

50Δ

Calls
Pseudo strike
182.93
IV
36.6%
B/E move
2.6%
Puts
Pseudo strike
182.84
IV
35.1%
B/E move
2.1%

55Δ

Calls
Pseudo strike
181.61
IV
35.4%
B/E move
2.1%
Puts
Pseudo strike
184.11
IV
35.8%
B/E move
1.8%

60Δ

Calls
Pseudo strike
180.29
IV
34.2%
B/E move
1.7%
Puts
Pseudo strike
185.45
IV
36.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
178.98
IV
33.6%
B/E move
1.4%
Puts
Pseudo strike
186.93
IV
36.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
177.67
IV
33.2%
B/E move
1.2%
Puts
Pseudo strike
188.41
IV
36.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
176.36
IV
32.7%
B/E move
0.9%
Puts
Pseudo strike
189.90
IV
36.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
175.05
IV
32.3%
B/E move
0.7%
Puts
Pseudo strike
192.22
IV
37.1%
B/E move
0.5%

Options history

IV · four-Friday blend37.11%
Daily EOD
WEX36.6%40.2%43.8%2026-10-19: 41.27%2026-10-20: 40.92%2026-10-21: 41.23%2026-10-22: 41.24%2026-10-23: 41.98%2026-10-26: 42.73%2026-10-27: 43.32%2026-10-28: 42.93%2026-10-29: 37.44%2026-10-30: 37.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.27%
40.92%
41.23%
41.24%
41.98%
42.73%
43.32%
42.93%
37.44%
37.11%