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Winnebago Industries, Inc. WGO

i

Market dataready · fetched 2026-11-13T02:10:05.266Z

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 · 2026-11-13T00:00:00.000389494Z

FundamentalsSEC EDGAR · ready · as of 2026-08-29 · fetched 2026-11-13T02:10:03.871449+00:00

Share price$31.04
1D-1.4%
AH$30.87$31.18$31.48$31.79$32.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWGO
Sold putSold callAH

Winnebago Industries, Inc. options

Live interpolated WGO call and put midpoint premiums by absolute delta.Winnebago Industries, Inc.$0.22$0.98$1.73$2.48$3.23$27.31$29.28$31.25$33.22$35.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WGO spot · $31.04WGO PRICE$0.31$0.36$0.44$0.60$0.77$0.93$1.09$1.25$1.41$1.57$1.92$2.47$3.01$0.35$0.41$0.47$0.61$0.76$0.91$1.07$1.22$1.37$1.53$1.68
Puts——
CallsExpensive1.20×
Skew——
Implied moveBalanced±$2.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.0865.8%10.8%28.4169.5%9.6%
25Δ33.1657.0%8.0%29.1560.6%7.4%
30Δ32.4150.9%5.9%29.9051.8%5.2%
35Δ32.0951.7%5.3%30.2550.2%4.5%
40Δ31.7752.5%4.8%30.5549.8%4.0%
45Δ31.4553.4%4.3%30.8449.3%3.6%
50Δ31.1354.2%3.8%31.1448.9%3.1%
55Δ30.8155.1%3.3%31.4348.5%2.7%
60Δ30.4855.9%2.7%31.7348.0%2.2%
65Δ30.1656.8%2.2%32.0247.6%1.7%
70Δ29.6959.6%1.8%32.3247.2%1.3%
75Δ29.0564.5%1.5%
80Δ28.4169.4%1.2%

20Δ

Calls
Pseudo strike
34.08
IV
65.8%
B/E move
10.8%
Puts
Pseudo strike
28.41
IV
69.5%
B/E move
9.6%

25Δ

Calls
Pseudo strike
33.16
IV
57.0%
B/E move
8.0%
Puts
Pseudo strike
29.15
IV
60.6%
B/E move
7.4%

30Δ

Calls
Pseudo strike
32.41
IV
50.9%
B/E move
5.9%
Puts
Pseudo strike
29.90
IV
51.8%
B/E move
5.2%

35Δ

Calls
Pseudo strike
32.09
IV
51.7%
B/E move
5.3%
Puts
Pseudo strike
30.25
IV
50.2%
B/E move
4.5%

40Δ

Calls
Pseudo strike
31.77
IV
52.5%
B/E move
4.8%
Puts
Pseudo strike
30.55
IV
49.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
31.45
IV
53.4%
B/E move
4.3%
Puts
Pseudo strike
30.84
IV
49.3%
B/E move
3.6%

50Δ

Calls
Pseudo strike
31.13
IV
54.2%
B/E move
3.8%
Puts
Pseudo strike
31.14
IV
48.9%
B/E move
3.1%

55Δ

Calls
Pseudo strike
30.81
IV
55.1%
B/E move
3.3%
Puts
Pseudo strike
31.43
IV
48.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
30.48
IV
55.9%
B/E move
2.7%
Puts
Pseudo strike
31.73
IV
48.0%
B/E move
2.2%

65Δ

Calls
Pseudo strike
30.16
IV
56.8%
B/E move
2.2%
Puts
Pseudo strike
32.02
IV
47.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
29.69
IV
59.6%
B/E move
1.8%
Puts
Pseudo strike
32.32
IV
47.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
29.05
IV
64.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
28.41
IV
69.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.55%
Daily EOD
WGO48.2%54.0%59.8%2026-10-19: 57.45%2026-10-20: 59.00%2026-10-21: 49.58%2026-10-22: 48.99%2026-10-23: 49.86%2026-10-26: 50.58%2026-10-27: 49.86%2026-10-28: 49.45%2026-10-29: 49.71%2026-10-30: 52.55%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.45%
59.00%
49.58%
48.99%
49.86%
50.58%
49.86%
49.45%
49.71%
52.55%