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Wingstop Inc. Common Stock WING

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Market datapartial · fetched 2026-10-22T21:24:19.524Z

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 · 2026-10-22T20:00:01.329513071Z

FundamentalsAlpha Vantage · unavailable

Share price$120.87
1D+2.3%
AH$118$119$121$122$1245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWING
Sold putSold callAH

Wingstop Inc. Common Stock options

Live interpolated WING call and put midpoint premiums by absolute delta.Wingstop Inc. Common Stock$1.77$8.91$16.05$23.19$30.33$89.39$105.31$121.24$137.17$153.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WING spot · $120.87WING PRICE$2.54$3.47$4.52$5.59$6.18$7.07$8.37$10.00$12.62$15.09$16.74$19.68$23.11$3.51$4.61$5.65$6.98$8.47$9.88$10.86$12.20$13.93$18.93$21.53$24.48$28.27
PutsExpensive1.29×
CallsExpensive1.24×
SkewBullish-2.17 pp
Implied moveBearish±$19.22
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ147.4873.3%24.1%102.5081.7%18.1%
25Δ142.9474.7%21.1%106.6580.6%15.6%
30Δ139.3477.7%19.0%110.7677.0%13.0%
35Δ135.2478.2%16.5%114.1876.6%11.3%
40Δ130.1771.1%12.8%117.4976.3%9.8%
45Δ126.6468.4%10.6%120.6774.9%8.3%
50Δ123.4868.6%9.1%123.5570.3%6.8%
55Δ120.6171.4%8.1%126.4567.4%5.5%
60Δ117.3078.7%7.5%129.3866.3%4.5%
65Δ113.8783.6%6.7%134.7776.0%4.2%
70Δ110.4380.8%5.2%138.4674.6%3.3%
75Δ106.3183.3%4.2%142.4173.1%2.4%
80Δ101.7785.8%3.3%147.0972.4%1.7%

20Δ

Calls
Pseudo strike
147.48
IV
73.3%
B/E move
24.1%
Puts
Pseudo strike
102.50
IV
81.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
142.94
IV
74.7%
B/E move
21.1%
Puts
Pseudo strike
106.65
IV
80.6%
B/E move
15.6%

30Δ

Calls
Pseudo strike
139.34
IV
77.7%
B/E move
19.0%
Puts
Pseudo strike
110.76
IV
77.0%
B/E move
13.0%

35Δ

Calls
Pseudo strike
135.24
IV
78.2%
B/E move
16.5%
Puts
Pseudo strike
114.18
IV
76.6%
B/E move
11.3%

40Δ

Calls
Pseudo strike
130.17
IV
71.1%
B/E move
12.8%
Puts
Pseudo strike
117.49
IV
76.3%
B/E move
9.8%

45Δ

Calls
Pseudo strike
126.64
IV
68.4%
B/E move
10.6%
Puts
Pseudo strike
120.67
IV
74.9%
B/E move
8.3%

50Δ

Calls
Pseudo strike
123.48
IV
68.6%
B/E move
9.1%
Puts
Pseudo strike
123.55
IV
70.3%
B/E move
6.8%

55Δ

Calls
Pseudo strike
120.61
IV
71.4%
B/E move
8.1%
Puts
Pseudo strike
126.45
IV
67.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
117.30
IV
78.7%
B/E move
7.5%
Puts
Pseudo strike
129.38
IV
66.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
113.87
IV
83.6%
B/E move
6.7%
Puts
Pseudo strike
134.77
IV
76.0%
B/E move
4.2%

70Δ

Calls
Pseudo strike
110.43
IV
80.8%
B/E move
5.2%
Puts
Pseudo strike
138.46
IV
74.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
106.31
IV
83.3%
B/E move
4.2%
Puts
Pseudo strike
142.41
IV
73.1%
B/E move
2.4%

80Δ

Calls
Pseudo strike
101.77
IV
85.8%
B/E move
3.3%
Puts
Pseudo strike
147.09
IV
72.4%
B/E move
1.7%

Options history

No recorded observations