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Willdan Group, Inc. Common Stock WLDN

i

Market dataready · fetched 2026-11-12T03:11:42.654Z

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 · 2026-11-11T21:00:01.17721087Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-12T03:11:42.083137+00:00

Share price$69.15
1D-1.8%
AH$67.33$68.17$69.01$69.84$70.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLDN
Sold putSold callAH

Willdan Group, Inc. Common Stock options

Live interpolated WLDN call and put midpoint premiums by absolute delta.Willdan Group, Inc. Common Stock$0.89$2.39$3.90$5.40$6.91$57.47$62.87$68.27$73.66$79.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLDN spot · $69.15WLDN PRICE$1.05$1.27$1.53$1.87$2.20$2.53$2.90$3.35$3.79$4.23$4.67$5.12$6.31$1.20$1.47$1.75$2.04$2.33$2.62$2.91$3.35$3.97$4.59$5.22$5.84$6.48
PutsCheap0.77×
CallsExpensive1.09×
SkewBullish-4.40 pp
Implied moveBalanced±$5.82
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.5998.2%18.1%61.5894.3%12.7%
25Δ77.1087.0%13.3%63.5486.3%10.2%
30Δ74.5179.5%10.0%65.2679.3%8.1%
35Δ73.2777.4%8.7%66.3175.3%7.1%
40Δ72.0475.3%7.4%67.3571.4%6.0%
45Δ70.8173.2%6.1%68.3967.4%4.9%
50Δ69.6971.1%5.0%69.4363.4%3.8%
55Δ68.7869.2%4.3%70.4160.9%3.0%
60Δ67.8867.2%3.6%71.3360.3%2.6%
65Δ66.9865.3%3.0%72.2559.6%2.2%
70Δ66.0763.3%2.3%73.1759.0%1.7%
75Δ65.1761.4%1.6%74.0958.4%1.3%
80Δ63.7162.9%1.3%75.0357.8%0.9%

20Δ

Calls
Pseudo strike
80.59
IV
98.2%
B/E move
18.1%
Puts
Pseudo strike
61.58
IV
94.3%
B/E move
12.7%

25Δ

Calls
Pseudo strike
77.10
IV
87.0%
B/E move
13.3%
Puts
Pseudo strike
63.54
IV
86.3%
B/E move
10.2%

30Δ

Calls
Pseudo strike
74.51
IV
79.5%
B/E move
10.0%
Puts
Pseudo strike
65.26
IV
79.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
73.27
IV
77.4%
B/E move
8.7%
Puts
Pseudo strike
66.31
IV
75.3%
B/E move
7.1%

40Δ

Calls
Pseudo strike
72.04
IV
75.3%
B/E move
7.4%
Puts
Pseudo strike
67.35
IV
71.4%
B/E move
6.0%

45Δ

Calls
Pseudo strike
70.81
IV
73.2%
B/E move
6.1%
Puts
Pseudo strike
68.39
IV
67.4%
B/E move
4.9%

50Δ

Calls
Pseudo strike
69.69
IV
71.1%
B/E move
5.0%
Puts
Pseudo strike
69.43
IV
63.4%
B/E move
3.8%

55Δ

Calls
Pseudo strike
68.78
IV
69.2%
B/E move
4.3%
Puts
Pseudo strike
70.41
IV
60.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
67.88
IV
67.2%
B/E move
3.6%
Puts
Pseudo strike
71.33
IV
60.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
66.98
IV
65.3%
B/E move
3.0%
Puts
Pseudo strike
72.25
IV
59.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
66.07
IV
63.3%
B/E move
2.3%
Puts
Pseudo strike
73.17
IV
59.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
65.17
IV
61.4%
B/E move
1.6%
Puts
Pseudo strike
74.09
IV
58.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
63.71
IV
62.9%
B/E move
1.3%
Puts
Pseudo strike
75.03
IV
57.8%
B/E move
0.9%

Options history

IV · four-Friday blend65.77%
Daily EOD
WLDN59.0%62.6%66.3%2026-10-19: 59.79%2026-10-20: 59.48%2026-10-21: 60.08%2026-10-22: 61.30%2026-10-23: 62.75%2026-10-26: 63.77%2026-10-27: 64.28%2026-10-28: 62.61%2026-10-29: 62.62%2026-10-30: 65.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.79%
59.48%
60.08%
61.30%
62.75%
63.77%
64.28%
62.61%
62.62%
65.77%