IntraAlpha
Create free account Start free

West Fraser Timber Co. Ltd WFG

i

Market datapartial · fetched 2026-10-22T14:52:40.045Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:52:27.038364969Z

FundamentalsAlpha Vantage · unavailable

Share price$68.35
1D+0.9%
$67.47$67.81$68.16$68.51$68.855:30 AM6:30 AM9:00 AM1:00 PMWFG
Sold putSold call

West Fraser Timber Co. Ltd options

Live interpolated WFG call and put midpoint premiums by absolute delta.West Fraser Timber Co. Ltd$1.80$3.28$4.76$6.24$7.72$56.09$62.27$68.46$74.64$80.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFG spot · $68.35WFG PRICE$2.45$2.49$2.61$2.70$2.78$3.16$3.60$4.05$4.49$4.93$6.05$7.29$2.40$2.18$1.96$2.31$2.90$3.49$4.07$4.63$5.14$5.64$6.14$6.65$7.16
PutsExpensive1.41×
CallsExpensive1.54×
SkewBullish-1.10 pp
Implied moveBearish±$7.23
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.97100.1%21.6%
25Δ86.0497.4%29.5%59.9076.2%15.6%
30Δ78.7375.9%18.8%63.8452.3%9.5%
35Δ74.7463.6%13.2%65.8045.7%7.1%
40Δ72.5855.0%10.1%66.9446.3%6.3%
45Δ70.4146.3%7.1%68.0846.9%5.5%
50Δ69.1843.7%5.8%69.2247.5%4.7%
55Δ68.1742.4%5.0%70.2947.2%3.9%
60Δ67.1741.2%4.2%71.2444.9%3.3%
65Δ66.1640.0%3.4%72.1842.6%2.7%
70Δ65.1538.7%2.5%73.1240.3%2.0%
75Δ63.7239.9%2.1%74.0638.0%1.4%
80Δ62.2141.5%1.7%75.0135.7%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.97
IV
100.1%
B/E move
21.6%

25Δ

Calls
Pseudo strike
86.04
IV
97.4%
B/E move
29.5%
Puts
Pseudo strike
59.90
IV
76.2%
B/E move
15.6%

30Δ

Calls
Pseudo strike
78.73
IV
75.9%
B/E move
18.8%
Puts
Pseudo strike
63.84
IV
52.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
74.74
IV
63.6%
B/E move
13.2%
Puts
Pseudo strike
65.80
IV
45.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
72.58
IV
55.0%
B/E move
10.1%
Puts
Pseudo strike
66.94
IV
46.3%
B/E move
6.3%

45Δ

Calls
Pseudo strike
70.41
IV
46.3%
B/E move
7.1%
Puts
Pseudo strike
68.08
IV
46.9%
B/E move
5.5%

50Δ

Calls
Pseudo strike
69.18
IV
43.7%
B/E move
5.8%
Puts
Pseudo strike
69.22
IV
47.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
68.17
IV
42.4%
B/E move
5.0%
Puts
Pseudo strike
70.29
IV
47.2%
B/E move
3.9%

60Δ

Calls
Pseudo strike
67.17
IV
41.2%
B/E move
4.2%
Puts
Pseudo strike
71.24
IV
44.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
66.16
IV
40.0%
B/E move
3.4%
Puts
Pseudo strike
72.18
IV
42.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
65.15
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
73.12
IV
40.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
63.72
IV
39.9%
B/E move
2.1%
Puts
Pseudo strike
74.06
IV
38.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
62.21
IV
41.5%
B/E move
1.7%
Puts
Pseudo strike
75.01
IV
35.7%
B/E move
0.7%

Options history

No recorded observations