IntraAlpha
Create free account Start free

Wells Fargo & Company WFC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
i

Market dataready · fetched 2026-10-16T22:47:04.003Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.000379147Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T22:47:02.815267+00:00

Share price$83.87
1D+1.2%
AH$82.77$83.39$84.01$84.64$85.265:30 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$0.27$1.35$2.43$3.51$4.59$77.19$80.29$83.38$86.48$89.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFC spot · $83.87WFC PRICE$0.82$0.44$0.55$0.67$0.83$0.99$1.16$1.39$1.62$1.82$1.99$2.16$2.37$0.38$0.52$0.66$0.81$0.98$1.17$1.36$1.61$1.85$2.35$2.92$3.28$4.28
PutsCheap0.83×
CallsCheap0.74×
SkewBearish+1.25 pp
Implied moveBearish±$2.53
TiltBearish13.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.4477.4%12.4%81.2228.6%3.6%
25Δ86.1026.2%3.2%81.7329.1%3.2%
30Δ85.5625.2%2.7%82.2329.1%2.7%
35Δ85.1124.9%2.3%82.7028.8%2.4%
40Δ84.7325.0%2.0%83.1628.6%2.0%
45Δ84.3625.3%1.8%83.5828.7%1.7%
50Δ83.9925.7%1.5%84.0028.7%1.5%
55Δ83.6026.0%1.3%84.4328.7%1.3%
60Δ83.2126.4%1.1%84.8528.6%1.0%
65Δ82.8525.9%1.0%85.4631.1%0.9%
70Δ82.5224.5%0.8%86.1233.9%0.8%
75Δ82.2023.0%0.6%86.6432.8%0.6%
80Δ81.8521.7%0.4%87.7636.5%0.5%

20Δ

Calls
Pseudo strike
93.44
IV
77.4%
B/E move
12.4%
Puts
Pseudo strike
81.22
IV
28.6%
B/E move
3.6%

25Δ

Calls
Pseudo strike
86.10
IV
26.2%
B/E move
3.2%
Puts
Pseudo strike
81.73
IV
29.1%
B/E move
3.2%

30Δ

Calls
Pseudo strike
85.56
IV
25.2%
B/E move
2.7%
Puts
Pseudo strike
82.23
IV
29.1%
B/E move
2.7%

35Δ

Calls
Pseudo strike
85.11
IV
24.9%
B/E move
2.3%
Puts
Pseudo strike
82.70
IV
28.8%
B/E move
2.4%

40Δ

Calls
Pseudo strike
84.73
IV
25.0%
B/E move
2.0%
Puts
Pseudo strike
83.16
IV
28.6%
B/E move
2.0%

45Δ

Calls
Pseudo strike
84.36
IV
25.3%
B/E move
1.8%
Puts
Pseudo strike
83.58
IV
28.7%
B/E move
1.7%

50Δ

Calls
Pseudo strike
83.99
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
84.00
IV
28.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
83.60
IV
26.0%
B/E move
1.3%
Puts
Pseudo strike
84.43
IV
28.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
83.21
IV
26.4%
B/E move
1.1%
Puts
Pseudo strike
84.85
IV
28.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
82.85
IV
25.9%
B/E move
1.0%
Puts
Pseudo strike
85.46
IV
31.1%
B/E move
0.9%

70Δ

Calls
Pseudo strike
82.52
IV
24.5%
B/E move
0.8%
Puts
Pseudo strike
86.12
IV
33.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
82.20
IV
23.0%
B/E move
0.6%
Puts
Pseudo strike
86.64
IV
32.8%
B/E move
0.6%

80Δ

Calls
Pseudo strike
81.85
IV
21.7%
B/E move
0.4%
Puts
Pseudo strike
87.76
IV
36.5%
B/E move
0.5%