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GeneDx Holdings Corp. Class A Common Stock WGS

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Market dataready · fetched 2026-11-07T07:28:49.166Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:46:28.907218266Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T07:28:48.760739+00:00

Share price$62.75
1D-3.8%
AH$58$60$62$64$665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWGS
Sold putSold callAH

GeneDx Holdings Corp. Class A Common Stock options

Live interpolated WGS call and put midpoint premiums by absolute delta.GeneDx Holdings Corp. Class A Common Stock$1.16$7.13$13.09$19.06$25.03$39.26$50.72$62.17$73.62$85.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WGS spot · $62.75WGS PRICE$1.80$2.27$2.74$3.40$4.29$4.99$5.52$6.47$7.76$9.08$10.46$12.22$13.91$2.66$3.47$4.19$5.14$5.98$7.33$8.85$10.42$12.16$14.13$16.48$19.64$23.31
PutsExpensive1.70×
CallsExpensive2.17×
SkewBearish+13.81 pp
Implied moveBearish±$14.38
TiltBearish22.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.95219.0%36.7%50.43240.3%23.9%
25Δ78.63206.2%28.9%53.38238.0%20.5%
30Δ74.53199.2%23.1%56.15232.0%17.2%
35Δ71.99206.1%20.1%58.56228.2%14.9%
40Δ70.07217.9%18.5%60.83219.6%12.6%
45Δ67.47213.3%15.5%63.11223.4%11.1%
50Δ64.90200.5%12.2%65.51227.0%9.7%
55Δ62.86203.1%10.5%67.96227.2%8.3%
60Δ60.82213.6%9.3%70.51226.7%7.0%
65Δ58.61219.6%7.9%73.24223.9%5.8%
70Δ56.31222.2%6.4%76.29216.6%4.7%
75Δ53.78226.8%5.2%80.05220.1%3.7%
80Δ51.25217.9%3.8%84.31221.7%2.8%

20Δ

Calls
Pseudo strike
83.95
IV
219.0%
B/E move
36.7%
Puts
Pseudo strike
50.43
IV
240.3%
B/E move
23.9%

25Δ

Calls
Pseudo strike
78.63
IV
206.2%
B/E move
28.9%
Puts
Pseudo strike
53.38
IV
238.0%
B/E move
20.5%

30Δ

Calls
Pseudo strike
74.53
IV
199.2%
B/E move
23.1%
Puts
Pseudo strike
56.15
IV
232.0%
B/E move
17.2%

35Δ

Calls
Pseudo strike
71.99
IV
206.1%
B/E move
20.1%
Puts
Pseudo strike
58.56
IV
228.2%
B/E move
14.9%

40Δ

Calls
Pseudo strike
70.07
IV
217.9%
B/E move
18.5%
Puts
Pseudo strike
60.83
IV
219.6%
B/E move
12.6%

45Δ

Calls
Pseudo strike
67.47
IV
213.3%
B/E move
15.5%
Puts
Pseudo strike
63.11
IV
223.4%
B/E move
11.1%

50Δ

Calls
Pseudo strike
64.90
IV
200.5%
B/E move
12.2%
Puts
Pseudo strike
65.51
IV
227.0%
B/E move
9.7%

55Δ

Calls
Pseudo strike
62.86
IV
203.1%
B/E move
10.5%
Puts
Pseudo strike
67.96
IV
227.2%
B/E move
8.3%

60Δ

Calls
Pseudo strike
60.82
IV
213.6%
B/E move
9.3%
Puts
Pseudo strike
70.51
IV
226.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
58.61
IV
219.6%
B/E move
7.9%
Puts
Pseudo strike
73.24
IV
223.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
56.31
IV
222.2%
B/E move
6.4%
Puts
Pseudo strike
76.29
IV
216.6%
B/E move
4.7%

75Δ

Calls
Pseudo strike
53.78
IV
226.8%
B/E move
5.2%
Puts
Pseudo strike
80.05
IV
220.1%
B/E move
3.7%

80Δ

Calls
Pseudo strike
51.25
IV
217.9%
B/E move
3.8%
Puts
Pseudo strike
84.31
IV
221.7%
B/E move
2.8%

Options history

IV · four-Friday blend160.84%
Daily close
WGS51.7%118.0%184.3%2026-08-10: 76.57%2026-08-11: 76.36%2026-08-12: 75.97%2026-08-13: 81.02%2026-08-14: 65.96%2026-08-17: 68.20%2026-08-18: 68.45%2026-08-19: 66.10%2026-08-20: 76.28%2026-08-21: 62.95%2026-08-24: 70.82%2026-08-25: 68.84%2026-08-26: 69.82%2026-08-27: 66.73%2026-08-28: 62.37%2026-08-31: 61.14%2026-09-01: 64.84%2026-09-02: 65.27%2026-09-03: 67.23%2026-09-04: 60.83%2026-09-08: 69.66%2026-09-09: 71.42%2026-09-10: 75.38%2026-09-11: 63.24%2026-09-14: 66.57%2026-09-15: 66.73%2026-09-16: 69.93%2026-09-17: 68.08%2026-09-18: 63.50%2026-09-21: 68.24%2026-09-22: 71.06%2026-09-23: 75.08%2026-09-24: 79.02%2026-09-25: 70.66%2026-09-28: 76.00%2026-09-29: 76.31%2026-09-30: 83.07%2026-10-01: 92.75%2026-10-02: 82.16%2026-10-05: 90.97%2026-10-06: 92.50%2026-10-07: 94.54%2026-10-08: 89.60%2026-10-09: 94.72%2026-10-12: 99.04%2026-10-13: 99.15%2026-10-14: 104.54%2026-10-15: 109.38%2026-10-16: 119.79%2026-10-19: 126.41%2026-10-20: 133.15%2026-10-21: 140.76%2026-10-22: 153.97%2026-10-23: 175.18%2026-10-26: 138.90%2026-10-27: 142.11%2026-10-28: 138.08%2026-10-29: 144.87%2026-10-30: 160.84%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
76.57%
76.36%
75.97%
81.02%
65.96%
68.20%
68.45%
66.10%
76.28%
62.95%
70.82%
68.84%
69.82%
66.73%
62.37%
61.14%
64.84%
65.27%
67.23%
60.83%
69.66%
71.42%
75.38%
63.24%
66.57%
66.73%
69.93%
68.08%
63.50%
68.24%
71.06%
75.08%
79.02%
70.66%
76.00%
76.31%
83.07%
92.75%
82.16%
90.97%
92.50%
94.54%
89.60%
94.72%
99.04%
99.15%
104.54%
109.38%
119.79%
126.41%
133.15%
140.76%
153.97%
175.18%
138.90%
142.11%
138.08%
144.87%
160.84%