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WESTWOOD HOLDINGS GROUP, INC. WHG

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T02:10:52.023Z

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 · 2026-11-12T00:00:00.000888863Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:10:51.711042+00:00

Share price$18.63
1D+0.7%
AH$18.48$18.55$18.62$18.69$18.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWHG
Sold putSold callAH

WESTWOOD HOLDINGS GROUP, INC. options

Live interpolated WHG call and put midpoint premiums by absolute delta.WESTWOOD HOLDINGS GROUP, INC.$0.82$1.37$1.91$2.45$2.99$16.70$17.64$18.59$19.53$20.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WHG spot · $18.63WHG PRICE$0.88$1.04$1.20$1.36$1.53$1.69$1.93$2.39$2.84$1.07$1.08$1.09$1.11$1.21$1.31$1.42$1.52$1.62$1.73
Puts——
Calls——
Skew——
Implied moveBearish±$2.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.20275.6%29.6%
25Δ15.58218.6%22.2%
30Δ16.58180.0%16.9%
35Δ17.53143.7%11.9%
40Δ18.8570.1%5.9%17.90134.5%10.4%
45Δ18.6175.7%5.5%18.27125.4%9.0%
50Δ18.3881.2%5.1%18.63116.2%7.6%
55Δ18.1486.7%4.7%19.00107.1%6.2%
60Δ17.9092.2%4.3%19.3798.0%4.7%
65Δ17.6797.7%3.9%19.7488.8%3.3%
70Δ17.33102.4%3.4%
75Δ16.77104.9%2.8%
80Δ16.20107.4%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.20
IV
275.6%
B/E move
29.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.58
IV
218.6%
B/E move
22.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.58
IV
180.0%
B/E move
16.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.53
IV
143.7%
B/E move
11.9%

40Δ

Calls
Pseudo strike
18.85
IV
70.1%
B/E move
5.9%
Puts
Pseudo strike
17.90
IV
134.5%
B/E move
10.4%

45Δ

Calls
Pseudo strike
18.61
IV
75.7%
B/E move
5.5%
Puts
Pseudo strike
18.27
IV
125.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
18.38
IV
81.2%
B/E move
5.1%
Puts
Pseudo strike
18.63
IV
116.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
18.14
IV
86.7%
B/E move
4.7%
Puts
Pseudo strike
19.00
IV
107.1%
B/E move
6.2%

60Δ

Calls
Pseudo strike
17.90
IV
92.2%
B/E move
4.3%
Puts
Pseudo strike
19.37
IV
98.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
17.67
IV
97.7%
B/E move
3.9%
Puts
Pseudo strike
19.74
IV
88.8%
B/E move
3.3%

70Δ

Calls
Pseudo strike
17.33
IV
102.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.77
IV
104.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.20
IV
107.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend85.74%
Daily EOD
WHG64.4%75.8%87.3%2026-10-19: 65.95%2026-10-20: 68.82%2026-10-21: 75.68%2026-10-22: 77.60%2026-10-23: 78.74%2026-10-26: 72.14%2026-10-27: 80.72%2026-10-28: 78.17%2026-10-29: 83.49%2026-10-30: 85.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
65.95%
68.82%
75.68%
77.60%
78.74%
72.14%
80.72%
78.17%
83.49%
85.74%