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Wells Fargo & Company WFC

FINANCIAL SERVICES · BANKS - DIVERSIFIED
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Market dataready · fetched 2026-10-16T00:16:55.175Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:45:20.125072398Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:16:54.475157+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$0.39$2.87$5.35$7.83$10.30$72.81$77.96$83.10$88.24$93.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFC spot · $82.75WFC PRICE$0.66$0.86$1.13$1.39$1.66$2.02$2.37$2.72$3.23$3.75$4.27$5.15$6.05$0.85$1.14$1.43$1.77$2.13$2.49$3.03$3.58$4.18$4.94$5.71$8.13$9.59
PutsCheap0.94×
CallsCheap0.83×
SkewBearish+4.93 pp
Implied moveBearish±$5.40
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.6723.2%8.0%77.4128.1%7.5%
25Δ87.4723.1%6.7%78.5527.8%6.5%
30Δ86.5923.2%6.0%79.6627.5%5.5%
35Δ85.7223.2%5.3%80.6427.3%4.7%
40Δ84.8623.3%4.6%81.5727.0%4.0%
45Δ84.0823.4%4.0%82.4926.8%3.3%
50Δ83.3023.5%3.5%83.4127.2%2.9%
55Δ82.5323.6%3.0%84.3227.5%2.4%
60Δ81.7023.8%2.6%85.2927.9%2.0%
65Δ80.8724.1%2.3%86.3728.3%1.6%
70Δ80.0424.3%1.9%87.4528.7%1.2%
75Δ78.9225.1%1.6%89.9534.7%1.1%
80Δ77.7925.9%1.3%91.7335.0%0.7%

20Δ

Calls
Pseudo strike
88.67
IV
23.2%
B/E move
8.0%
Puts
Pseudo strike
77.41
IV
28.1%
B/E move
7.5%

25Δ

Calls
Pseudo strike
87.47
IV
23.1%
B/E move
6.7%
Puts
Pseudo strike
78.55
IV
27.8%
B/E move
6.5%

30Δ

Calls
Pseudo strike
86.59
IV
23.2%
B/E move
6.0%
Puts
Pseudo strike
79.66
IV
27.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
85.72
IV
23.2%
B/E move
5.3%
Puts
Pseudo strike
80.64
IV
27.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
84.86
IV
23.3%
B/E move
4.6%
Puts
Pseudo strike
81.57
IV
27.0%
B/E move
4.0%

45Δ

Calls
Pseudo strike
84.08
IV
23.4%
B/E move
4.0%
Puts
Pseudo strike
82.49
IV
26.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
83.30
IV
23.5%
B/E move
3.5%
Puts
Pseudo strike
83.41
IV
27.2%
B/E move
2.9%

55Δ

Calls
Pseudo strike
82.53
IV
23.6%
B/E move
3.0%
Puts
Pseudo strike
84.32
IV
27.5%
B/E move
2.4%

60Δ

Calls
Pseudo strike
81.70
IV
23.8%
B/E move
2.6%
Puts
Pseudo strike
85.29
IV
27.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
80.87
IV
24.1%
B/E move
2.3%
Puts
Pseudo strike
86.37
IV
28.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
80.04
IV
24.3%
B/E move
1.9%
Puts
Pseudo strike
87.45
IV
28.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
78.92
IV
25.1%
B/E move
1.6%
Puts
Pseudo strike
89.95
IV
34.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
77.79
IV
25.9%
B/E move
1.3%
Puts
Pseudo strike
91.73
IV
35.0%
B/E move
0.7%