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Winnebago Industries Inc WGO

CONSUMER CYCLICAL · RECREATIONAL VEHICLES
i

Market dataready · fetched 2026-10-23T02:29:35.416Z

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 · 2026-10-22T23:01:30.829407691Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-23T02:29:34.816511+00:00

Share price$28.10
1D+13.1%
AH$24.99$25.96$26.92$27.89$28.865:30 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$0.33$1.28$2.23$3.18$4.13$20.86$24.27$27.69$31.10$34.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WGO spot · $28.10WGO PRICE$1.02$0.98$0.89$0.83$1.06$1.28$1.51$1.74$1.98$2.44$2.89$3.35$3.86$0.43$0.57$0.70$0.84$0.99$1.23$1.47$1.72$1.96$2.20$2.50$3.00$3.51
PutsCheap0.75×
CallsExpensive1.06×
SkewBullish-23.63 pp
Implied moveBalanced±$2.98
TiltBullish6.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.98137.2%53.0%25.4344.9%11.0%
25Δ38.38111.0%40.1%25.9743.8%9.6%
30Δ33.9277.0%23.9%26.5142.6%8.2%
35Δ29.9447.3%9.5%27.0441.5%6.7%
40Δ29.4448.0%8.5%27.5640.5%5.4%
45Δ28.9548.7%7.6%27.9840.4%4.8%
50Δ28.4549.4%6.6%28.4040.3%4.2%
55Δ27.9650.1%5.7%28.8240.2%3.5%
60Δ27.4550.9%4.8%29.2440.1%2.9%
65Δ26.8252.6%4.1%29.6640.0%2.3%
70Δ26.1954.3%3.5%30.1239.9%1.7%
75Δ25.5656.0%2.9%30.7439.7%1.3%
80Δ24.8757.9%2.2%31.3539.4%0.9%

20Δ

Calls
Pseudo strike
41.98
IV
137.2%
B/E move
53.0%
Puts
Pseudo strike
25.43
IV
44.9%
B/E move
11.0%

25Δ

Calls
Pseudo strike
38.38
IV
111.0%
B/E move
40.1%
Puts
Pseudo strike
25.97
IV
43.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
33.92
IV
77.0%
B/E move
23.9%
Puts
Pseudo strike
26.51
IV
42.6%
B/E move
8.2%

35Δ

Calls
Pseudo strike
29.94
IV
47.3%
B/E move
9.5%
Puts
Pseudo strike
27.04
IV
41.5%
B/E move
6.7%

40Δ

Calls
Pseudo strike
29.44
IV
48.0%
B/E move
8.5%
Puts
Pseudo strike
27.56
IV
40.5%
B/E move
5.4%

45Δ

Calls
Pseudo strike
28.95
IV
48.7%
B/E move
7.6%
Puts
Pseudo strike
27.98
IV
40.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
28.45
IV
49.4%
B/E move
6.6%
Puts
Pseudo strike
28.40
IV
40.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
27.96
IV
50.1%
B/E move
5.7%
Puts
Pseudo strike
28.82
IV
40.2%
B/E move
3.5%

60Δ

Calls
Pseudo strike
27.45
IV
50.9%
B/E move
4.8%
Puts
Pseudo strike
29.24
IV
40.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
26.82
IV
52.6%
B/E move
4.1%
Puts
Pseudo strike
29.66
IV
40.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
26.19
IV
54.3%
B/E move
3.5%
Puts
Pseudo strike
30.12
IV
39.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
25.56
IV
56.0%
B/E move
2.9%
Puts
Pseudo strike
30.74
IV
39.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
24.87
IV
57.9%
B/E move
2.2%
Puts
Pseudo strike
31.35
IV
39.4%
B/E move
0.9%

Options history

No recorded observations