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GeneDx Holdings Corp. WGS

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T20:33:00.234Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:38.426301477Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:59.719458+00:00

Share price$68.44
1D-0.3%
AH$67$68$70$71$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWGS
Sold putSold callAH

GeneDx Holdings Corp. options

Live interpolated WGS call and put midpoint premiums by absolute delta.GeneDx Holdings Corp.$0.07$3.29$6.51$9.74$12.96$62.96$66.84$70.72$74.61$78.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $68.44OPTION PRICELive WGS spot · $68.44WGS PRICE$1.03$0.91$1.31$1.48$1.73$2.02$2.46$3.13$4.09$5.09$6.54$8.85$12.03$0.42$0.48$0.55$0.72$0.89$1.04$1.14$1.24$1.34$1.44$1.54$1.65$1.75
PutsCheap0.66×
CallsExpensive2.43×
SkewBullish-166.80 pp
Implied moveBullish±$3.60
TiltBullish56.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.06291.6%17.0%65.36106.6%5.1%
25Δ73.36182.2%8.5%66.2491.6%3.9%
30Δ72.81205.7%8.3%67.0579.1%2.8%
35Δ71.39186.1%6.5%67.4181.7%2.6%
40Δ70.42179.8%5.4%67.7784.3%2.3%
45Δ69.54175.1%4.6%68.1284.2%2.0%
50Δ68.73181.5%4.0%68.4678.9%1.6%
55Δ67.91200.5%3.8%68.8073.7%1.3%
60Δ66.87229.4%3.7%69.1468.4%0.9%
65Δ65.63250.1%3.3%69.4763.1%0.6%
70Δ64.01284.4%3.1%69.8157.9%0.2%
75Δ61.61347.6%3.0%70.1552.6%0.1%
80Δ58.29424.1%2.7%70.4947.4%0.4%

20Δ

Calls
Pseudo strike
79.06
IV
291.6%
B/E move
17.0%
Puts
Pseudo strike
65.36
IV
106.6%
B/E move
5.1%

25Δ

Calls
Pseudo strike
73.36
IV
182.2%
B/E move
8.5%
Puts
Pseudo strike
66.24
IV
91.6%
B/E move
3.9%

30Δ

Calls
Pseudo strike
72.81
IV
205.7%
B/E move
8.3%
Puts
Pseudo strike
67.05
IV
79.1%
B/E move
2.8%

35Δ

Calls
Pseudo strike
71.39
IV
186.1%
B/E move
6.5%
Puts
Pseudo strike
67.41
IV
81.7%
B/E move
2.6%

40Δ

Calls
Pseudo strike
70.42
IV
179.8%
B/E move
5.4%
Puts
Pseudo strike
67.77
IV
84.3%
B/E move
2.3%

45Δ

Calls
Pseudo strike
69.54
IV
175.1%
B/E move
4.6%
Puts
Pseudo strike
68.12
IV
84.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
68.73
IV
181.5%
B/E move
4.0%
Puts
Pseudo strike
68.46
IV
78.9%
B/E move
1.6%

55Δ

Calls
Pseudo strike
67.91
IV
200.5%
B/E move
3.8%
Puts
Pseudo strike
68.80
IV
73.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
66.87
IV
229.4%
B/E move
3.7%
Puts
Pseudo strike
69.14
IV
68.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
65.63
IV
250.1%
B/E move
3.3%
Puts
Pseudo strike
69.47
IV
63.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
64.01
IV
284.4%
B/E move
3.1%
Puts
Pseudo strike
69.81
IV
57.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
61.61
IV
347.6%
B/E move
3.0%
Puts
Pseudo strike
70.15
IV
52.6%
B/E move
0.1%

80Δ

Calls
Pseudo strike
58.29
IV
424.1%
B/E move
2.7%
Puts
Pseudo strike
70.49
IV
47.4%
B/E move
0.4%