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Weatherford International plc Ordinary Shares WFRD

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Market datapartial · fetched 2026-10-23T17:38:20.413Z

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 · 2026-10-23T17:37:31.86019039Z

FundamentalsAlpha Vantage · unavailable

Share price$86.67
1D+8.3%
$79$82$84$86$885:30 AM6:30 AM9:00 AM1:00 PMWFRD
Sold putSold call

Weatherford International plc Ordinary Shares options

Live interpolated WFRD call and put midpoint premiums by absolute delta.Weatherford International plc Ordinary Shares$0.95$3.71$6.46$9.22$11.97$70.00$77.86$85.72$93.58$101.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFRD spot · $86.67WFRD PRICE$1.25$1.42$1.76$2.10$2.47$3.03$3.59$4.16$4.72$5.90$7.12$8.35$10.63$1.31$1.70$2.17$2.63$3.09$3.75$4.40$5.06$5.74$7.03$8.32$9.63$11.18
PutsFair0.96×
CallsCheap0.87×
SkewBearish+0.58 pp
Implied moveBearish±$8.00
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.8951.9%16.7%78.4946.2%11.0%
25Δ94.6841.7%10.9%80.5644.2%9.0%
30Δ93.0240.4%9.4%82.0343.5%7.8%
35Δ91.3639.1%7.8%83.5042.8%6.7%
40Δ89.7938.1%6.5%84.9742.2%5.5%
45Δ88.6138.4%5.7%86.2441.8%4.8%
50Δ87.4338.6%5.0%87.5141.5%4.1%
55Δ86.2538.9%4.3%88.7741.2%3.4%
60Δ85.0739.2%3.6%90.0540.9%2.7%
65Δ83.5141.4%3.2%91.7342.0%2.3%
70Δ81.9243.8%2.7%93.4143.0%1.8%
75Δ80.3346.2%2.3%95.1044.0%1.4%
80Δ77.7251.1%1.9%97.0143.0%1.0%

20Δ

Calls
Pseudo strike
99.89
IV
51.9%
B/E move
16.7%
Puts
Pseudo strike
78.49
IV
46.2%
B/E move
11.0%

25Δ

Calls
Pseudo strike
94.68
IV
41.7%
B/E move
10.9%
Puts
Pseudo strike
80.56
IV
44.2%
B/E move
9.0%

30Δ

Calls
Pseudo strike
93.02
IV
40.4%
B/E move
9.4%
Puts
Pseudo strike
82.03
IV
43.5%
B/E move
7.8%

35Δ

Calls
Pseudo strike
91.36
IV
39.1%
B/E move
7.8%
Puts
Pseudo strike
83.50
IV
42.8%
B/E move
6.7%

40Δ

Calls
Pseudo strike
89.79
IV
38.1%
B/E move
6.5%
Puts
Pseudo strike
84.97
IV
42.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
88.61
IV
38.4%
B/E move
5.7%
Puts
Pseudo strike
86.24
IV
41.8%
B/E move
4.8%

50Δ

Calls
Pseudo strike
87.43
IV
38.6%
B/E move
5.0%
Puts
Pseudo strike
87.51
IV
41.5%
B/E move
4.1%

55Δ

Calls
Pseudo strike
86.25
IV
38.9%
B/E move
4.3%
Puts
Pseudo strike
88.77
IV
41.2%
B/E move
3.4%

60Δ

Calls
Pseudo strike
85.07
IV
39.2%
B/E move
3.6%
Puts
Pseudo strike
90.05
IV
40.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
83.51
IV
41.4%
B/E move
3.2%
Puts
Pseudo strike
91.73
IV
42.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
81.92
IV
43.8%
B/E move
2.7%
Puts
Pseudo strike
93.41
IV
43.0%
B/E move
1.8%

75Δ

Calls
Pseudo strike
80.33
IV
46.2%
B/E move
2.3%
Puts
Pseudo strike
95.10
IV
44.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
77.72
IV
51.1%
B/E move
1.9%
Puts
Pseudo strike
97.01
IV
43.0%
B/E move
1.0%

Options history

No recorded observations