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Wells Fargo & Company WFC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-15T20:03:32.737Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:28.396745636Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T19:59:29.997731+00:00

Share price$82.75
1D+1.7%
AH$80.87$81.46$82.05$82.63$83.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWFC
Sold putSold callAH

Wells Fargo & Company options

Live interpolated WFC call and put midpoint premiums by absolute delta.Wells Fargo & Company$0.15$0.94$1.72$2.51$3.30$79.70$81.14$82.58$84.02$85.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.75OPTION PRICELive WFC spot · $82.75WFC PRICE$0.36$0.23$0.30$0.37$0.44$0.51$0.57$0.63$0.74$0.90$1.08$1.40$1.71$0.72$0.47$0.27$0.36$0.44$0.53$0.61$0.70$0.88$1.08$1.29$1.50$3.07
PutsExpensive1.29×
CallsCheap0.78×
SkewBearish+18.49 pp
Implied moveBearish±$1.18
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.7589.2%5.3%74.51209.6%10.8%
25Δ83.8234.7%1.6%78.61112.6%5.6%
30Δ83.6134.8%1.4%82.0332.7%1.2%
35Δ83.3934.9%1.2%82.2133.7%1.1%
40Δ83.1835.0%1.0%82.3934.8%1.0%
45Δ82.9734.8%0.9%82.5835.2%0.8%
50Δ82.7933.3%0.7%82.7734.6%0.7%
55Δ82.6131.7%0.6%82.9634.0%0.6%
60Δ82.4131.5%0.5%83.2035.4%0.5%
65Δ82.2033.3%0.4%83.4737.4%0.4%
70Δ81.9735.2%0.4%83.7339.4%0.4%
75Δ81.6138.1%0.3%84.0041.4%0.3%
80Δ81.2441.0%0.2%85.5567.1%0.3%

20Δ

Calls
Pseudo strike
86.75
IV
89.2%
B/E move
5.3%
Puts
Pseudo strike
74.51
IV
209.6%
B/E move
10.8%

25Δ

Calls
Pseudo strike
83.82
IV
34.7%
B/E move
1.6%
Puts
Pseudo strike
78.61
IV
112.6%
B/E move
5.6%

30Δ

Calls
Pseudo strike
83.61
IV
34.8%
B/E move
1.4%
Puts
Pseudo strike
82.03
IV
32.7%
B/E move
1.2%

35Δ

Calls
Pseudo strike
83.39
IV
34.9%
B/E move
1.2%
Puts
Pseudo strike
82.21
IV
33.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
83.18
IV
35.0%
B/E move
1.0%
Puts
Pseudo strike
82.39
IV
34.8%
B/E move
1.0%

45Δ

Calls
Pseudo strike
82.97
IV
34.8%
B/E move
0.9%
Puts
Pseudo strike
82.58
IV
35.2%
B/E move
0.8%

50Δ

Calls
Pseudo strike
82.79
IV
33.3%
B/E move
0.7%
Puts
Pseudo strike
82.77
IV
34.6%
B/E move
0.7%

55Δ

Calls
Pseudo strike
82.61
IV
31.7%
B/E move
0.6%
Puts
Pseudo strike
82.96
IV
34.0%
B/E move
0.6%

60Δ

Calls
Pseudo strike
82.41
IV
31.5%
B/E move
0.5%
Puts
Pseudo strike
83.20
IV
35.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
82.20
IV
33.3%
B/E move
0.4%
Puts
Pseudo strike
83.47
IV
37.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
81.97
IV
35.2%
B/E move
0.4%
Puts
Pseudo strike
83.73
IV
39.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
81.61
IV
38.1%
B/E move
0.3%
Puts
Pseudo strike
84.00
IV
41.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
81.24
IV
41.0%
B/E move
0.2%
Puts
Pseudo strike
85.55
IV
67.1%
B/E move
0.3%