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Whirlpool Corp. WHR

i

Market dataready · fetched 2026-11-06T20:55:43.483Z

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 · 2026-11-06T20:55:41.015102495Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:42.864628+00:00

Share price$30.50
1D-1.9%
$30.32$30.56$30.80$31.04$31.295:30 AM6:30 AM9:00 AM1:00 PMWHR
Sold putSold call

Whirlpool Corp. options

Live interpolated WHR call and put midpoint premiums by absolute delta.Whirlpool Corp.$0.32$1.48$2.64$3.81$4.97$22.42$26.50$30.58$34.67$38.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WHR spot · $30.50WHR PRICE$0.44$0.60$0.76$0.92$1.14$1.36$1.58$1.80$2.11$2.56$3.02$3.47$4.03$0.48$0.70$0.91$1.12$1.33$1.59$1.87$2.15$2.43$2.71$3.29$3.96$4.63
PutsCheap0.69×
CallsCheap0.64×
SkewBullish-2.95 pp
Implied moveBearish±$3.44
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5968.6%14.9%27.5966.8%11.1%
25Δ33.9069.2%13.1%28.1367.8%10.0%
30Δ33.2169.8%11.4%28.6868.9%9.0%
35Δ32.5270.3%9.6%29.2269.9%7.9%
40Δ31.9770.2%8.5%29.7770.9%6.8%
45Δ31.4270.0%7.5%30.3070.7%5.9%
50Δ30.8769.7%6.4%30.8269.5%5.1%
55Δ30.3269.5%5.3%31.3468.3%4.3%
60Δ29.7470.4%4.4%31.8667.2%3.5%
65Δ29.1072.8%3.8%32.3866.0%2.7%
70Δ28.4675.2%3.2%33.1267.2%2.2%
75Δ27.8377.6%2.6%33.9369.1%1.7%
80Δ27.0978.3%2.0%34.7471.0%1.3%

20Δ

Calls
Pseudo strike
34.59
IV
68.6%
B/E move
14.9%
Puts
Pseudo strike
27.59
IV
66.8%
B/E move
11.1%

25Δ

Calls
Pseudo strike
33.90
IV
69.2%
B/E move
13.1%
Puts
Pseudo strike
28.13
IV
67.8%
B/E move
10.0%

30Δ

Calls
Pseudo strike
33.21
IV
69.8%
B/E move
11.4%
Puts
Pseudo strike
28.68
IV
68.9%
B/E move
9.0%

35Δ

Calls
Pseudo strike
32.52
IV
70.3%
B/E move
9.6%
Puts
Pseudo strike
29.22
IV
69.9%
B/E move
7.9%

40Δ

Calls
Pseudo strike
31.97
IV
70.2%
B/E move
8.5%
Puts
Pseudo strike
29.77
IV
70.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
31.42
IV
70.0%
B/E move
7.5%
Puts
Pseudo strike
30.30
IV
70.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
30.87
IV
69.7%
B/E move
6.4%
Puts
Pseudo strike
30.82
IV
69.5%
B/E move
5.1%

55Δ

Calls
Pseudo strike
30.32
IV
69.5%
B/E move
5.3%
Puts
Pseudo strike
31.34
IV
68.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
29.74
IV
70.4%
B/E move
4.4%
Puts
Pseudo strike
31.86
IV
67.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
29.10
IV
72.8%
B/E move
3.8%
Puts
Pseudo strike
32.38
IV
66.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
28.46
IV
75.2%
B/E move
3.2%
Puts
Pseudo strike
33.12
IV
67.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
27.83
IV
77.6%
B/E move
2.6%
Puts
Pseudo strike
33.93
IV
69.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
27.09
IV
78.3%
B/E move
2.0%
Puts
Pseudo strike
34.74
IV
71.0%
B/E move
1.3%

Options history

IV · four-Friday blend66.11%
Daily close
WHR49.6%61.2%72.7%2026-08-10: 58.83%2026-08-11: 58.21%2026-08-12: 56.61%2026-08-13: 55.47%2026-08-14: 54.21%2026-08-17: 57.70%2026-08-18: 57.28%2026-08-21: 53.13%2026-08-24: 53.46%2026-08-25: 52.99%2026-08-26: 53.73%2026-08-27: 52.79%2026-08-28: 51.82%2026-08-31: 51.33%2026-09-01: 52.91%2026-09-02: 52.55%2026-09-03: 51.18%2026-09-04: 52.05%2026-09-08: 55.60%2026-09-09: 56.46%2026-09-10: 57.63%2026-09-11: 56.77%2026-09-14: 63.06%2026-09-15: 62.68%2026-09-16: 62.43%2026-09-18: 60.74%2026-09-21: 61.00%2026-09-22: 59.57%2026-09-23: 59.79%2026-09-24: 59.62%2026-09-25: 59.95%2026-09-28: 62.85%2026-09-29: 63.40%2026-09-30: 65.10%2026-10-01: 65.13%2026-10-02: 64.72%2026-10-05: 62.36%2026-10-06: 63.37%2026-10-07: 63.09%2026-10-08: 63.14%2026-10-09: 60.97%2026-10-14: 66.87%2026-10-16: 65.16%2026-10-19: 67.32%2026-10-20: 67.33%2026-10-21: 67.59%2026-10-22: 68.00%2026-10-23: 67.42%2026-10-26: 71.12%2026-10-27: 63.60%2026-10-28: 62.34%2026-10-29: 64.17%2026-10-30: 66.11%Aug 10Sep 21Oct 30
53 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
58.83%
58.21%
56.61%
55.47%
54.21%
57.70%
57.28%
53.13%
53.46%
52.99%
53.73%
52.79%
51.82%
51.33%
52.91%
52.55%
51.18%
52.05%
55.60%
56.46%
57.63%
56.77%
63.06%
62.68%
62.43%
60.74%
61.00%
59.57%
59.79%
59.62%
59.95%
62.85%
63.40%
65.10%
65.13%
64.72%
62.36%
63.37%
63.09%
63.14%
60.97%
66.87%
65.16%
67.32%
67.33%
67.59%
68.00%
67.42%
71.12%
63.60%
62.34%
64.17%
66.11%