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GeneDx Holdings Corp. WGS

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-15T21:02:02.543Z

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 2026-10-15T21:02:01.972382+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$6.52$9.74$12.96$62.96$66.83$70.70$74.57$78.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $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
PutsCheap0.76×
CallsExpensive2.42×
SkewBullish-156.80 pp
Implied moveBullish±$3.60
TiltBullish77.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.06294.7%17.0%65.36107.8%5.1%
25Δ73.36184.1%8.5%66.2492.6%3.9%
30Δ72.81207.8%8.3%67.0580.0%2.8%
35Δ71.39187.3%6.5%67.4182.6%2.6%
40Δ70.42180.6%5.4%67.7785.2%2.3%
45Δ69.54175.1%4.6%68.1285.1%2.0%
50Δ68.73181.5%4.0%68.4679.7%1.6%
55Δ67.91200.5%3.8%68.8074.4%1.3%
60Δ66.87229.4%3.7%
65Δ65.63250.1%3.3%
70Δ64.01284.4%3.1%
75Δ61.61351.2%3.0%
80Δ58.29428.5%2.7%

20Δ

Calls
Pseudo strike
79.06
IV
294.7%
B/E move
17.0%
Puts
Pseudo strike
65.36
IV
107.8%
B/E move
5.1%

25Δ

Calls
Pseudo strike
73.36
IV
184.1%
B/E move
8.5%
Puts
Pseudo strike
66.24
IV
92.6%
B/E move
3.9%

30Δ

Calls
Pseudo strike
72.81
IV
207.8%
B/E move
8.3%
Puts
Pseudo strike
67.05
IV
80.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
71.39
IV
187.3%
B/E move
6.5%
Puts
Pseudo strike
67.41
IV
82.6%
B/E move
2.6%

40Δ

Calls
Pseudo strike
70.42
IV
180.6%
B/E move
5.4%
Puts
Pseudo strike
67.77
IV
85.2%
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
85.1%
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
79.7%
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
74.4%
B/E move
1.3%

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
61.61
IV
351.2%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
58.29
IV
428.5%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move