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West Fraser Timber Co. Ltd WFG

BASIC MATERIALS · LUMBER & WOOD PRODUCTION
i

Market dataready · fetched 2026-11-12T02:57:41.685Z

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 · 2026-11-12T00:00:00.00229922Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:57:41.327937+00:00

Share price$66.35
1D-0.4%
AH$66.30$66.47$66.65$66.83$67.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWFG
Sold putSold callAH

West Fraser Timber Co. Ltd options

Live interpolated WFG call and put midpoint premiums by absolute delta.West Fraser Timber Co. Ltd$0.50$2.02$3.54$5.05$6.57$61.02$63.78$66.55$69.31$72.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WFG spot · $66.35WFG PRICE$1.27$1.55$1.82$2.10$2.38$2.66$3.28$4.23$5.18$6.14$0.66$0.79$0.94$1.20$1.47$1.73$2.00$2.26$2.53$2.79$3.06$3.32
Puts——
Calls——
Skew——
Implied moveBullish±$3.84
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ63.0343.7%6.0%
30Δ64.0939.9%4.6%
35Δ68.2642.8%4.8%65.0636.4%3.3%
40Δ67.6743.9%4.3%65.5335.6%3.0%
45Δ67.0845.0%3.8%65.9934.8%2.7%
50Δ66.4846.2%3.4%66.4634.0%2.4%
55Δ65.8947.3%2.9%66.9333.2%2.1%
60Δ65.2948.4%2.4%67.3932.4%1.8%
65Δ64.4351.1%2.0%67.8631.6%1.5%
70Δ63.3055.2%1.8%68.3230.8%1.2%
75Δ62.1659.3%1.5%68.7930.0%0.9%
80Δ61.0363.4%1.2%69.2529.2%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.03
IV
43.7%
B/E move
6.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.09
IV
39.9%
B/E move
4.6%

35Δ

Calls
Pseudo strike
68.26
IV
42.8%
B/E move
4.8%
Puts
Pseudo strike
65.06
IV
36.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
67.67
IV
43.9%
B/E move
4.3%
Puts
Pseudo strike
65.53
IV
35.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
67.08
IV
45.0%
B/E move
3.8%
Puts
Pseudo strike
65.99
IV
34.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
66.48
IV
46.2%
B/E move
3.4%
Puts
Pseudo strike
66.46
IV
34.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
65.89
IV
47.3%
B/E move
2.9%
Puts
Pseudo strike
66.93
IV
33.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
65.29
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
67.39
IV
32.4%
B/E move
1.8%

65Δ

Calls
Pseudo strike
64.43
IV
51.1%
B/E move
2.0%
Puts
Pseudo strike
67.86
IV
31.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
63.30
IV
55.2%
B/E move
1.8%
Puts
Pseudo strike
68.32
IV
30.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
62.16
IV
59.3%
B/E move
1.5%
Puts
Pseudo strike
68.79
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
61.03
IV
63.4%
B/E move
1.2%
Puts
Pseudo strike
69.25
IV
29.2%
B/E move
0.6%

Options history

IV · four-Friday blend38.80%
Daily EOD
WFG33.2%36.2%39.2%2026-10-19: 35.66%2026-10-20: 34.74%2026-10-21: 34.57%2026-10-22: 35.11%2026-10-23: 34.92%2026-10-26: 33.62%2026-10-27: 33.62%2026-10-28: 35.88%2026-10-29: 33.77%2026-10-30: 38.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.66%
34.74%
34.57%
35.11%
34.92%
33.62%
33.62%
35.88%
33.77%
38.80%