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Willdan Group, Inc. Common Stock WLDN

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Market datapartial · fetched 2026-10-22T21:06:14.542Z

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 · 2026-10-22T20:00:08.218079359Z

FundamentalsAlpha Vantage · unavailable

Share price$72.06
1D-0.3%
AH$70.65$71.44$72.23$73.02$73.815:30 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$1.14$5.12$9.11$13.09$17.07$53.70$63.10$72.49$81.89$91.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLDN spot · $72.06WLDN PRICE$1.57$2.02$2.67$3.31$4.02$4.76$5.57$6.48$7.38$8.47$9.56$10.97$12.77$1.98$2.55$3.23$3.98$4.74$5.70$6.66$7.80$9.33$10.86$12.35$13.84$15.92
PutsExpensive1.56×
CallsExpensive1.64×
SkewBullish-4.27 pp
Implied moveBearish±$12.23
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.7876.3%25.4%61.3978.1%17.6%
25Δ85.0173.9%20.8%63.9775.2%14.8%
30Δ82.7575.5%18.5%66.1873.7%12.6%
35Δ80.5077.1%16.3%68.1373.1%11.0%
40Δ78.3277.6%14.3%70.0872.4%9.3%
45Δ76.1677.8%12.3%71.9271.9%8.1%
50Δ74.0677.8%10.5%73.7671.3%6.9%
55Δ72.0577.8%9.0%75.7171.3%5.8%
60Δ70.0477.8%7.4%77.8672.5%4.9%
65Δ68.0677.0%6.2%80.0173.6%4.0%
70Δ66.0876.2%5.0%82.1171.7%3.2%
75Δ63.8976.3%3.9%84.2169.8%2.3%
80Δ61.4677.5%3.0%86.8168.5%1.6%

20Δ

Calls
Pseudo strike
88.78
IV
76.3%
B/E move
25.4%
Puts
Pseudo strike
61.39
IV
78.1%
B/E move
17.6%

25Δ

Calls
Pseudo strike
85.01
IV
73.9%
B/E move
20.8%
Puts
Pseudo strike
63.97
IV
75.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
82.75
IV
75.5%
B/E move
18.5%
Puts
Pseudo strike
66.18
IV
73.7%
B/E move
12.6%

35Δ

Calls
Pseudo strike
80.50
IV
77.1%
B/E move
16.3%
Puts
Pseudo strike
68.13
IV
73.1%
B/E move
11.0%

40Δ

Calls
Pseudo strike
78.32
IV
77.6%
B/E move
14.3%
Puts
Pseudo strike
70.08
IV
72.4%
B/E move
9.3%

45Δ

Calls
Pseudo strike
76.16
IV
77.8%
B/E move
12.3%
Puts
Pseudo strike
71.92
IV
71.9%
B/E move
8.1%

50Δ

Calls
Pseudo strike
74.06
IV
77.8%
B/E move
10.5%
Puts
Pseudo strike
73.76
IV
71.3%
B/E move
6.9%

55Δ

Calls
Pseudo strike
72.05
IV
77.8%
B/E move
9.0%
Puts
Pseudo strike
75.71
IV
71.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
70.04
IV
77.8%
B/E move
7.4%
Puts
Pseudo strike
77.86
IV
72.5%
B/E move
4.9%

65Δ

Calls
Pseudo strike
68.06
IV
77.0%
B/E move
6.2%
Puts
Pseudo strike
80.01
IV
73.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
66.08
IV
76.2%
B/E move
5.0%
Puts
Pseudo strike
82.11
IV
71.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
63.89
IV
76.3%
B/E move
3.9%
Puts
Pseudo strike
84.21
IV
69.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
61.46
IV
77.5%
B/E move
3.0%
Puts
Pseudo strike
86.81
IV
68.5%
B/E move
1.6%

Options history

No recorded observations