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Wyndham Hotels & Resorts, Inc. Common Stock WH

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Market datapartial · fetched 2026-10-22T20:04:41.896Z

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 · 2026-10-22T20:00:04.083370737Z

FundamentalsAlpha Vantage · unavailable

Share price$75.07
1D-5.9%
AH$75$76$77$79$805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWH
Sold putSold callAH

Wyndham Hotels & Resorts, Inc. Common Stock options

Live interpolated WH call and put midpoint premiums by absolute delta.Wyndham Hotels & Resorts, Inc. Common Stock$0.80$2.69$4.58$6.48$8.37$65.04$69.95$74.86$79.78$84.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WH spot · $75.07WH PRICE$1.00$1.02$1.30$1.67$2.04$2.41$2.78$3.21$3.79$4.37$4.95$5.53$6.18$1.09$1.26$1.64$2.01$2.38$2.75$3.16$3.59$4.02$4.44$4.87$5.30$7.82
PutsCheap0.90×
CallsCheap0.94×
SkewBearish+0.40 pp
Implied moveBearish±$5.94
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.6645.3%14.1%67.3747.6%11.7%
25Δ80.9934.6%9.2%70.4737.2%7.8%
30Δ79.3332.0%7.4%71.5336.8%6.9%
35Δ78.4132.5%6.7%72.5936.5%6.0%
40Δ77.5033.0%5.9%73.6536.1%5.1%
45Δ76.5833.5%5.2%74.7135.7%4.1%
50Δ75.6634.0%4.5%75.5934.7%3.5%
55Δ74.7334.3%3.8%76.4233.4%3.0%
60Δ73.7834.0%3.3%77.2432.1%2.5%
65Δ72.8333.7%2.8%78.0630.9%1.9%
70Δ71.8833.3%2.4%78.8929.6%1.4%
75Δ70.9333.0%1.9%79.7128.3%0.9%
80Δ69.9233.0%1.4%82.4632.6%0.6%

20Δ

Calls
Pseudo strike
84.66
IV
45.3%
B/E move
14.1%
Puts
Pseudo strike
67.37
IV
47.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
80.99
IV
34.6%
B/E move
9.2%
Puts
Pseudo strike
70.47
IV
37.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
79.33
IV
32.0%
B/E move
7.4%
Puts
Pseudo strike
71.53
IV
36.8%
B/E move
6.9%

35Δ

Calls
Pseudo strike
78.41
IV
32.5%
B/E move
6.7%
Puts
Pseudo strike
72.59
IV
36.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
77.50
IV
33.0%
B/E move
5.9%
Puts
Pseudo strike
73.65
IV
36.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
76.58
IV
33.5%
B/E move
5.2%
Puts
Pseudo strike
74.71
IV
35.7%
B/E move
4.1%

50Δ

Calls
Pseudo strike
75.66
IV
34.0%
B/E move
4.5%
Puts
Pseudo strike
75.59
IV
34.7%
B/E move
3.5%

55Δ

Calls
Pseudo strike
74.73
IV
34.3%
B/E move
3.8%
Puts
Pseudo strike
76.42
IV
33.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
73.78
IV
34.0%
B/E move
3.3%
Puts
Pseudo strike
77.24
IV
32.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
72.83
IV
33.7%
B/E move
2.8%
Puts
Pseudo strike
78.06
IV
30.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
71.88
IV
33.3%
B/E move
2.4%
Puts
Pseudo strike
78.89
IV
29.6%
B/E move
1.4%

75Δ

Calls
Pseudo strike
70.93
IV
33.0%
B/E move
1.9%
Puts
Pseudo strike
79.71
IV
28.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
69.92
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
82.46
IV
32.6%
B/E move
0.6%

Options history

No recorded observations