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Willis Lease Finance Corporation Common Stock WLFC

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Market datapartial · fetched 2026-10-23T03:49:44.383Z

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 · 2026-10-22T20:00:00.975906996Z

FundamentalsAlpha Vantage · unavailable

Share price$40.30
1D+2.5%
AH$39.12$39.64$40.16$40.68$41.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLFC
Sold putSold callAH

Willis Lease Finance Corporation Common Stock options

Live interpolated WLFC call and put midpoint premiums by absolute delta.Willis Lease Finance Corporation Common Stock$0.73$3.90$7.07$10.24$13.40$29.95$36.83$43.71$50.59$57.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLFC spot · $40.30WLFC PRICE$1.07$1.16$1.30$1.52$1.77$2.02$2.26$2.51$3.13$3.81$4.50$5.19$5.87$1.30$1.52$1.84$2.16$2.49$2.84$3.29$3.74$4.20$4.65$5.10$6.77$12.49
PutsExpensive1.33×
CallsExpensive1.31×
SkewBearish+5.39 pp
Implied moveBearish±$5.55
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9997.2%34.2%33.3493.9%20.5%
25Δ48.2977.8%22.7%35.5180.1%15.6%
30Δ45.5366.8%16.2%36.6976.3%13.5%
35Δ44.1962.6%13.4%37.8772.5%11.4%
40Δ43.1860.0%11.5%39.0568.8%9.3%
45Δ42.1757.4%9.7%40.1665.3%7.4%
50Δ41.1754.8%7.8%41.0063.2%6.4%
55Δ40.1652.2%5.9%41.8461.1%5.5%
60Δ39.2053.4%5.0%42.6859.1%4.5%
65Δ38.2555.2%4.4%43.5257.0%3.6%
70Δ37.2957.1%3.7%44.3554.9%2.6%
75Δ36.3459.0%3.0%46.3557.3%1.8%
80Δ35.3960.9%2.4%52.2275.0%1.4%

20Δ

Calls
Pseudo strike
52.99
IV
97.2%
B/E move
34.2%
Puts
Pseudo strike
33.34
IV
93.9%
B/E move
20.5%

25Δ

Calls
Pseudo strike
48.29
IV
77.8%
B/E move
22.7%
Puts
Pseudo strike
35.51
IV
80.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
45.53
IV
66.8%
B/E move
16.2%
Puts
Pseudo strike
36.69
IV
76.3%
B/E move
13.5%

35Δ

Calls
Pseudo strike
44.19
IV
62.6%
B/E move
13.4%
Puts
Pseudo strike
37.87
IV
72.5%
B/E move
11.4%

40Δ

Calls
Pseudo strike
43.18
IV
60.0%
B/E move
11.5%
Puts
Pseudo strike
39.05
IV
68.8%
B/E move
9.3%

45Δ

Calls
Pseudo strike
42.17
IV
57.4%
B/E move
9.7%
Puts
Pseudo strike
40.16
IV
65.3%
B/E move
7.4%

50Δ

Calls
Pseudo strike
41.17
IV
54.8%
B/E move
7.8%
Puts
Pseudo strike
41.00
IV
63.2%
B/E move
6.4%

55Δ

Calls
Pseudo strike
40.16
IV
52.2%
B/E move
5.9%
Puts
Pseudo strike
41.84
IV
61.1%
B/E move
5.5%

60Δ

Calls
Pseudo strike
39.20
IV
53.4%
B/E move
5.0%
Puts
Pseudo strike
42.68
IV
59.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
38.25
IV
55.2%
B/E move
4.4%
Puts
Pseudo strike
43.52
IV
57.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
37.29
IV
57.1%
B/E move
3.7%
Puts
Pseudo strike
44.35
IV
54.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.34
IV
59.0%
B/E move
3.0%
Puts
Pseudo strike
46.35
IV
57.3%
B/E move
1.8%

80Δ

Calls
Pseudo strike
35.39
IV
60.9%
B/E move
2.4%
Puts
Pseudo strike
52.22
IV
75.0%
B/E move
1.4%

Options history

No recorded observations