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GeneDx Holdings Corp. WGS

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-16T00:15:20.843Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:20.249149+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.$1.72$7.62$13.53$19.44$25.35$40.19$58.48$76.78$95.08$113.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WGS spot · $68.44WGS PRICE$2.35$3.02$4.01$4.99$6.09$7.24$8.48$9.45$11.54$13.18$15.25$18.03$21.54$3.12$4.12$5.22$6.19$7.57$8.90$10.53$11.83$14.11$15.59$18.28$20.50$23.64
PutsExpensive1.16×
CallsExpensive1.61×
SkewBullish-26.30 pp
Implied moveBearish±$19.01
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.49115.2%48.8%54.60108.9%24.8%
25Δ92.32110.9%39.3%57.94107.2%21.4%
30Δ89.25117.4%36.3%60.95106.0%18.6%
35Δ85.16119.4%31.7%63.94101.2%15.6%
40Δ81.46121.8%27.9%66.68101.4%13.6%
45Δ77.70122.9%24.1%69.3799.7%11.6%
50Δ74.16124.0%20.8%72.1599.4%10.0%
55Δ70.27118.4%16.5%74.6595.8%8.2%
60Δ67.29128.3%15.2%77.7997.4%7.0%
65Δ63.79128.4%12.5%80.2993.2%5.5%
70Δ60.24131.6%10.3%83.7293.7%4.4%
75Δ56.28138.9%8.6%86.7390.7%3.2%
80Δ51.63148.7%6.9%90.5489.4%2.3%

20Δ

Calls
Pseudo strike
99.49
IV
115.2%
B/E move
48.8%
Puts
Pseudo strike
54.60
IV
108.9%
B/E move
24.8%

25Δ

Calls
Pseudo strike
92.32
IV
110.9%
B/E move
39.3%
Puts
Pseudo strike
57.94
IV
107.2%
B/E move
21.4%

30Δ

Calls
Pseudo strike
89.25
IV
117.4%
B/E move
36.3%
Puts
Pseudo strike
60.95
IV
106.0%
B/E move
18.6%

35Δ

Calls
Pseudo strike
85.16
IV
119.4%
B/E move
31.7%
Puts
Pseudo strike
63.94
IV
101.2%
B/E move
15.6%

40Δ

Calls
Pseudo strike
81.46
IV
121.8%
B/E move
27.9%
Puts
Pseudo strike
66.68
IV
101.4%
B/E move
13.6%

45Δ

Calls
Pseudo strike
77.70
IV
122.9%
B/E move
24.1%
Puts
Pseudo strike
69.37
IV
99.7%
B/E move
11.6%

50Δ

Calls
Pseudo strike
74.16
IV
124.0%
B/E move
20.8%
Puts
Pseudo strike
72.15
IV
99.4%
B/E move
10.0%

55Δ

Calls
Pseudo strike
70.27
IV
118.4%
B/E move
16.5%
Puts
Pseudo strike
74.65
IV
95.8%
B/E move
8.2%

60Δ

Calls
Pseudo strike
67.29
IV
128.3%
B/E move
15.2%
Puts
Pseudo strike
77.79
IV
97.4%
B/E move
7.0%

65Δ

Calls
Pseudo strike
63.79
IV
128.4%
B/E move
12.5%
Puts
Pseudo strike
80.29
IV
93.2%
B/E move
5.5%

70Δ

Calls
Pseudo strike
60.24
IV
131.6%
B/E move
10.3%
Puts
Pseudo strike
83.72
IV
93.7%
B/E move
4.4%

75Δ

Calls
Pseudo strike
56.28
IV
138.9%
B/E move
8.6%
Puts
Pseudo strike
86.73
IV
90.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
51.63
IV
148.7%
B/E move
6.9%
Puts
Pseudo strike
90.54
IV
89.4%
B/E move
2.3%