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Weatherford International plc Ordinary Shares WFRD

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-13T02:12:45.855Z

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 · 2026-11-12T21:00:01.724622066Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:12:45.527594+00:00

Share price$85.51
1D-0.4%
AH$85.26$85.65$86.05$86.44$86.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWFRD
Sold putSold callAH

Weatherford International plc Ordinary Shares options

Live interpolated WFRD call and put midpoint premiums by absolute delta.Weatherford International plc Ordinary Shares$1.08$2.64$4.21$5.77$7.34$76.34$80.99$85.65$90.30$94.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFRD spot · $85.51WFRD PRICE$1.30$1.73$1.85$1.93$2.03$2.13$2.23$2.34$2.99$3.73$4.47$5.22$5.96$1.25$1.52$1.75$1.98$2.20$2.43$2.91$3.39$3.87$4.35$4.84$5.36$6.89
PutsExpensive1.44×
CallsExpensive1.62×
SkewBullish-2.20 pp
Implied moveBearish±$5.14
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.6997.6%15.8%77.3785.7%11.0%
25Δ95.4099.0%13.6%79.7777.4%8.5%
30Δ92.3384.9%10.1%81.1671.3%7.1%
35Δ89.6970.3%7.1%82.4465.5%5.9%
40Δ88.5663.2%5.9%83.7259.6%4.7%
45Δ87.4356.0%4.7%85.0053.8%3.4%
50Δ86.2948.8%3.5%85.8452.9%3.0%
55Δ85.1641.7%2.3%86.6851.9%2.6%
60Δ84.1842.5%1.9%87.5251.0%2.2%
65Δ83.2344.7%1.7%88.3550.1%1.8%
70Δ82.2846.9%1.5%89.1949.1%1.3%
75Δ81.3249.1%1.2%90.0648.3%0.9%
80Δ80.3751.3%1.0%91.7850.6%0.7%

20Δ

Calls
Pseudo strike
97.69
IV
97.6%
B/E move
15.8%
Puts
Pseudo strike
77.37
IV
85.7%
B/E move
11.0%

25Δ

Calls
Pseudo strike
95.40
IV
99.0%
B/E move
13.6%
Puts
Pseudo strike
79.77
IV
77.4%
B/E move
8.5%

30Δ

Calls
Pseudo strike
92.33
IV
84.9%
B/E move
10.1%
Puts
Pseudo strike
81.16
IV
71.3%
B/E move
7.1%

35Δ

Calls
Pseudo strike
89.69
IV
70.3%
B/E move
7.1%
Puts
Pseudo strike
82.44
IV
65.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
88.56
IV
63.2%
B/E move
5.9%
Puts
Pseudo strike
83.72
IV
59.6%
B/E move
4.7%

45Δ

Calls
Pseudo strike
87.43
IV
56.0%
B/E move
4.7%
Puts
Pseudo strike
85.00
IV
53.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
86.29
IV
48.8%
B/E move
3.5%
Puts
Pseudo strike
85.84
IV
52.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
85.16
IV
41.7%
B/E move
2.3%
Puts
Pseudo strike
86.68
IV
51.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
84.18
IV
42.5%
B/E move
1.9%
Puts
Pseudo strike
87.52
IV
51.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
83.23
IV
44.7%
B/E move
1.7%
Puts
Pseudo strike
88.35
IV
50.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
82.28
IV
46.9%
B/E move
1.5%
Puts
Pseudo strike
89.19
IV
49.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
81.32
IV
49.1%
B/E move
1.2%
Puts
Pseudo strike
90.06
IV
48.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
80.37
IV
51.3%
B/E move
1.0%
Puts
Pseudo strike
91.78
IV
50.6%
B/E move
0.7%

Options history

IV · four-Friday blend39.32%
Daily EOD
WFRD38.3%41.2%44.1%2026-10-19: 42.72%2026-10-20: 43.67%2026-10-21: 41.17%2026-10-22: 41.37%2026-10-23: 41.25%2026-10-26: 39.59%2026-10-27: 38.72%2026-10-28: 38.71%2026-10-29: 39.79%2026-10-30: 39.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.72%
43.67%
41.17%
41.37%
41.25%
39.59%
38.72%
38.71%
39.79%
39.32%