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Wyndham Hotels & Resorts, Inc. Common Stock WH

CONSUMER CYCLICAL · LODGING
i

Market dataready · fetched 2026-11-12T14:55:56.178Z

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: 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 · 2026-11-12T14:55:36.68928091Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:47:23.489461+00:00

Share price$80.31
1D+0.4%
$79.92$80.17$80.42$80.67$80.925:30 AM6:30 AM9:00 AM1:00 PMWH
Sold putSold call

Wyndham Hotels & Resorts, Inc. Common Stock options

Live interpolated WH call and put midpoint premiums by absolute delta.Wyndham Hotels & Resorts, Inc. Common Stock$0.38$1.90$3.41$4.93$6.44$73.43$76.81$80.19$83.56$86.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WH spot · $80.31WH PRICE$0.54$0.78$1.01$1.25$1.48$1.72$1.95$2.26$3.00$3.74$4.48$5.22$5.97$0.72$0.95$1.19$1.42$1.65$1.88$2.33$2.81$3.30$3.78$4.27$4.75$6.01
PutsExpensive1.53×
CallsExpensive1.14×
SkewBearish+1.99 pp
Implied moveBearish±$4.28
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.6539.3%6.1%75.4551.3%6.9%
25Δ83.9739.6%5.5%76.3350.0%6.1%
30Δ83.2939.9%5.0%77.2148.7%5.3%
35Δ82.6240.2%4.4%78.0947.4%4.5%
40Δ81.9440.5%3.9%78.9746.1%3.7%
45Δ81.2640.8%3.3%79.8544.8%2.9%
50Δ80.5841.1%2.8%80.6144.5%2.5%
55Δ79.8641.8%2.3%81.3544.4%2.2%
60Δ78.9244.5%2.0%82.0944.3%1.9%
65Δ77.9847.3%1.8%82.8344.2%1.6%
70Δ77.0550.1%1.5%83.5744.1%1.2%
75Δ76.1152.8%1.3%84.3144.0%0.9%
80Δ75.1755.6%1.0%85.8245.8%0.6%

20Δ

Calls
Pseudo strike
84.65
IV
39.3%
B/E move
6.1%
Puts
Pseudo strike
75.45
IV
51.3%
B/E move
6.9%

25Δ

Calls
Pseudo strike
83.97
IV
39.6%
B/E move
5.5%
Puts
Pseudo strike
76.33
IV
50.0%
B/E move
6.1%

30Δ

Calls
Pseudo strike
83.29
IV
39.9%
B/E move
5.0%
Puts
Pseudo strike
77.21
IV
48.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
82.62
IV
40.2%
B/E move
4.4%
Puts
Pseudo strike
78.09
IV
47.4%
B/E move
4.5%

40Δ

Calls
Pseudo strike
81.94
IV
40.5%
B/E move
3.9%
Puts
Pseudo strike
78.97
IV
46.1%
B/E move
3.7%

45Δ

Calls
Pseudo strike
81.26
IV
40.8%
B/E move
3.3%
Puts
Pseudo strike
79.85
IV
44.8%
B/E move
2.9%

50Δ

Calls
Pseudo strike
80.58
IV
41.1%
B/E move
2.8%
Puts
Pseudo strike
80.61
IV
44.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
79.86
IV
41.8%
B/E move
2.3%
Puts
Pseudo strike
81.35
IV
44.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
78.92
IV
44.5%
B/E move
2.0%
Puts
Pseudo strike
82.09
IV
44.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
77.98
IV
47.3%
B/E move
1.8%
Puts
Pseudo strike
82.83
IV
44.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
77.05
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
83.57
IV
44.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
76.11
IV
52.8%
B/E move
1.3%
Puts
Pseudo strike
84.31
IV
44.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
75.17
IV
55.6%
B/E move
1.0%
Puts
Pseudo strike
85.82
IV
45.8%
B/E move
0.6%

Options history

IV · four-Friday blend36.04%
Daily EOD
WH32.2%34.2%36.3%2026-10-19: 33.77%2026-10-20: 34.40%2026-10-21: 32.58%2026-10-22: 33.93%2026-10-23: 35.41%2026-10-26: 35.05%2026-10-27: 34.73%2026-10-28: 32.46%2026-10-29: 33.86%2026-10-30: 36.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.77%
34.40%
32.58%
33.93%
35.41%
35.05%
34.73%
32.46%
33.86%
36.04%