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West Fraser Timber Co Ltd WFG

BASIC MATERIALS · LUMBER & WOOD PRODUCTION
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Market dataready · fetched 2026-10-24T04:26:41.919Z

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 · 2026-10-23T23:00:00.002345168Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:42.248346+00:00

Share price$69.74
1D-0.5%
AH$67.15$68.03$68.91$69.80$70.685:30 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$0.85$2.81$4.77$6.74$8.70$59.91$65.70$71.49$77.29$83.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFG spot · $69.74WFG PRICE$2.24$2.49$2.47$2.45$2.50$2.57$2.63$3.16$3.91$4.66$5.40$6.15$7.38$1.06$1.31$1.64$1.98$2.32$2.65$3.08$3.66$4.25$4.83$5.42$6.00$8.13
PutsExpensive1.12×
CallsExpensive1.67×
SkewBullish-18.55 pp
Implied moveBearish±$5.71
TiltBalanced1.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.82120.7%43.5%62.9247.7%11.3%
25Δ92.99109.9%36.9%65.0343.5%8.6%
30Δ84.6985.5%25.0%66.0942.2%7.6%
35Δ76.3861.1%13.0%67.1641.0%6.5%
40Δ73.6851.3%9.2%68.2339.7%5.5%
45Δ72.0944.4%7.0%69.3038.4%4.4%
50Δ70.5037.6%4.9%70.3237.5%3.6%
55Δ69.2836.5%3.9%71.2637.1%3.1%
60Δ68.2338.1%3.4%72.1936.7%2.6%
65Δ67.1739.7%3.0%73.1336.3%2.1%
70Δ66.1241.3%2.6%74.0635.9%1.6%
75Δ65.0742.9%2.1%75.0035.5%1.1%
80Δ63.5543.0%1.7%77.3239.3%0.8%

20Δ

Calls
Pseudo strike
97.82
IV
120.7%
B/E move
43.5%
Puts
Pseudo strike
62.92
IV
47.7%
B/E move
11.3%

25Δ

Calls
Pseudo strike
92.99
IV
109.9%
B/E move
36.9%
Puts
Pseudo strike
65.03
IV
43.5%
B/E move
8.6%

30Δ

Calls
Pseudo strike
84.69
IV
85.5%
B/E move
25.0%
Puts
Pseudo strike
66.09
IV
42.2%
B/E move
7.6%

35Δ

Calls
Pseudo strike
76.38
IV
61.1%
B/E move
13.0%
Puts
Pseudo strike
67.16
IV
41.0%
B/E move
6.5%

40Δ

Calls
Pseudo strike
73.68
IV
51.3%
B/E move
9.2%
Puts
Pseudo strike
68.23
IV
39.7%
B/E move
5.5%

45Δ

Calls
Pseudo strike
72.09
IV
44.4%
B/E move
7.0%
Puts
Pseudo strike
69.30
IV
38.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
70.50
IV
37.6%
B/E move
4.9%
Puts
Pseudo strike
70.32
IV
37.5%
B/E move
3.6%

55Δ

Calls
Pseudo strike
69.28
IV
36.5%
B/E move
3.9%
Puts
Pseudo strike
71.26
IV
37.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
68.23
IV
38.1%
B/E move
3.4%
Puts
Pseudo strike
72.19
IV
36.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
67.17
IV
39.7%
B/E move
3.0%
Puts
Pseudo strike
73.13
IV
36.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
66.12
IV
41.3%
B/E move
2.6%
Puts
Pseudo strike
74.06
IV
35.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
65.07
IV
42.9%
B/E move
2.1%
Puts
Pseudo strike
75.00
IV
35.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
63.55
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
77.32
IV
39.3%
B/E move
0.8%

Options history

No recorded observations