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Wingstop Inc. Common Stock WING

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Market dataready · fetched 2026-11-12T01:29:50.492Z

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 · 2026-11-11T23:44:50.50579456Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T01:29:49.682268+00:00

Share price$168.55
1D-1.9%
AH$164$166$168$170$1715:30 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$1.23$9.25$17.27$25.29$33.31$145.03$157.23$169.42$181.62$193.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WING spot · $168.55WING PRICE$2.10$2.66$3.21$3.76$4.31$5.14$6.27$7.39$8.28$9.02$9.77$10.62$2.11$2.90$3.72$4.73$5.74$6.75$7.76$8.38$8.94$9.49$16.65$20.78$31.00
PutsExpensive1.14×
Calls——
Skew——
Implied moveBearish±$12.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ155.1267.8%9.2%
25Δ179.6055.2%7.8%157.7268.6%8.1%
30Δ177.2754.6%6.7%160.2869.4%7.1%
35Δ174.9554.0%5.7%162.6670.3%6.3%
40Δ172.9952.1%4.9%165.0371.2%5.5%
45Δ171.0350.2%4.0%167.3569.8%4.7%
50Δ169.1650.2%3.4%169.6868.5%3.9%
55Δ167.4052.3%3.0%171.5064.1%3.2%
60Δ165.6354.4%2.7%173.2359.2%2.5%
65Δ164.0353.2%2.2%174.9754.3%1.8%
70Δ162.5050.3%1.8%181.6379.4%2.1%
75Δ160.9847.3%1.3%186.3685.1%1.8%
80Δ159.4944.0%0.9%196.83105.9%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
155.12
IV
67.8%
B/E move
9.2%

25Δ

Calls
Pseudo strike
179.60
IV
55.2%
B/E move
7.8%
Puts
Pseudo strike
157.72
IV
68.6%
B/E move
8.1%

30Δ

Calls
Pseudo strike
177.27
IV
54.6%
B/E move
6.7%
Puts
Pseudo strike
160.28
IV
69.4%
B/E move
7.1%

35Δ

Calls
Pseudo strike
174.95
IV
54.0%
B/E move
5.7%
Puts
Pseudo strike
162.66
IV
70.3%
B/E move
6.3%

40Δ

Calls
Pseudo strike
172.99
IV
52.1%
B/E move
4.9%
Puts
Pseudo strike
165.03
IV
71.2%
B/E move
5.5%

45Δ

Calls
Pseudo strike
171.03
IV
50.2%
B/E move
4.0%
Puts
Pseudo strike
167.35
IV
69.8%
B/E move
4.7%

50Δ

Calls
Pseudo strike
169.16
IV
50.2%
B/E move
3.4%
Puts
Pseudo strike
169.68
IV
68.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
167.40
IV
52.3%
B/E move
3.0%
Puts
Pseudo strike
171.50
IV
64.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
165.63
IV
54.4%
B/E move
2.7%
Puts
Pseudo strike
173.23
IV
59.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
164.03
IV
53.2%
B/E move
2.2%
Puts
Pseudo strike
174.97
IV
54.3%
B/E move
1.8%

70Δ

Calls
Pseudo strike
162.50
IV
50.3%
B/E move
1.8%
Puts
Pseudo strike
181.63
IV
79.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
160.98
IV
47.3%
B/E move
1.3%
Puts
Pseudo strike
186.36
IV
85.1%
B/E move
1.8%

80Δ

Calls
Pseudo strike
159.49
IV
44.0%
B/E move
0.9%
Puts
Pseudo strike
196.83
IV
105.9%
B/E move
1.6%

Options history

IV · four-Friday blend58.14%
Daily EOD
WING57.2%64.3%71.4%2026-10-19: 67.76%2026-10-20: 67.24%2026-10-21: 67.29%2026-10-22: 66.63%2026-10-23: 70.41%2026-10-26: 69.07%2026-10-27: 69.66%2026-10-28: 60.16%2026-10-29: 59.34%2026-10-30: 58.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.76%
67.24%
67.29%
66.63%
70.41%
69.07%
69.66%
60.16%
59.34%
58.14%