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Winnebago Industries, Inc. WGO

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Market datapartial · fetched 2026-10-23T17:03:18.368Z

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 · 2026-10-23T17:02:16.033835371Z

FundamentalsAlpha Vantage · unavailable

Share price$27.92
1D-0.3%
$27.08$27.36$27.63$27.91$28.195:30 AM6:30 AM9:00 AM1:00 PMWGO
Sold putSold call

Winnebago Industries, Inc. options

Live interpolated WGO call and put midpoint premiums by absolute delta.Winnebago Industries, Inc.$0.27$2.12$3.97$5.82$7.67$20.92$24.18$27.45$30.72$33.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WGO spot · $27.92WGO PRICE$0.93$1.25$0.70$0.79$0.99$1.19$1.38$1.58$1.84$2.20$2.56$2.92$3.28$0.47$0.63$0.78$0.94$1.09$1.37$1.72$2.06$2.41$2.76$4.06$5.60$7.14
PutsCheap0.95×
CallsFair0.96×
SkewBullish-6.26 pp
Implied moveBearish±$3.10
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.31113.1%40.6%25.0951.0%11.8%
25Δ40.05136.9%47.9%25.6449.7%10.4%
30Δ31.1754.7%14.1%26.1948.4%9.0%
35Δ29.6044.4%8.9%26.7547.2%7.6%
40Δ29.1544.9%8.0%27.3045.9%6.1%
45Δ28.6945.5%7.0%27.8346.2%5.2%
50Δ28.2446.1%6.1%28.3547.4%4.6%
55Δ27.7846.6%5.2%28.8748.7%4.0%
60Δ27.3047.1%4.4%29.3850.0%3.4%
65Δ26.7747.6%3.7%29.9051.2%2.8%
70Δ26.2448.0%3.1%31.3159.0%2.4%
75Δ25.7148.5%2.5%32.9468.5%2.1%
80Δ25.1848.9%1.9%34.5777.9%1.8%

20Δ

Calls
Pseudo strike
38.31
IV
113.1%
B/E move
40.6%
Puts
Pseudo strike
25.09
IV
51.0%
B/E move
11.8%

25Δ

Calls
Pseudo strike
40.05
IV
136.9%
B/E move
47.9%
Puts
Pseudo strike
25.64
IV
49.7%
B/E move
10.4%

30Δ

Calls
Pseudo strike
31.17
IV
54.7%
B/E move
14.1%
Puts
Pseudo strike
26.19
IV
48.4%
B/E move
9.0%

35Δ

Calls
Pseudo strike
29.60
IV
44.4%
B/E move
8.9%
Puts
Pseudo strike
26.75
IV
47.2%
B/E move
7.6%

40Δ

Calls
Pseudo strike
29.15
IV
44.9%
B/E move
8.0%
Puts
Pseudo strike
27.30
IV
45.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
28.69
IV
45.5%
B/E move
7.0%
Puts
Pseudo strike
27.83
IV
46.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
28.24
IV
46.1%
B/E move
6.1%
Puts
Pseudo strike
28.35
IV
47.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
27.78
IV
46.6%
B/E move
5.2%
Puts
Pseudo strike
28.87
IV
48.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
27.30
IV
47.1%
B/E move
4.4%
Puts
Pseudo strike
29.38
IV
50.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
26.77
IV
47.6%
B/E move
3.7%
Puts
Pseudo strike
29.90
IV
51.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
26.24
IV
48.0%
B/E move
3.1%
Puts
Pseudo strike
31.31
IV
59.0%
B/E move
2.4%

75Δ

Calls
Pseudo strike
25.71
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
32.94
IV
68.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.18
IV
48.9%
B/E move
1.9%
Puts
Pseudo strike
34.57
IV
77.9%
B/E move
1.8%

Options history

No recorded observations