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Willis Lease Finance Corporation Common Stock WLFC

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Market datapartial · fetched 2026-10-23T04:47:16.948Z

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$3.89$7.04$10.19$13.35$29.87$36.77$43.67$50.58$57.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLFC spot · $40.30WLFC PRICE$1.07$1.16$1.30$1.52$1.77$2.02$2.27$2.51$3.13$3.82$4.51$5.19$5.88$1.30$1.52$1.84$2.16$2.49$2.83$3.29$3.74$4.19$4.64$5.10$6.69$12.44
PutsExpensive1.34×
CallsExpensive1.33×
SkewBearish+5.45 pp
Implied moveBearish±$5.55
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.9997.3%34.2%33.3494.0%20.5%
25Δ48.2977.9%22.7%35.5180.3%15.6%
30Δ45.5366.9%16.2%36.6976.7%13.5%
35Δ44.1862.8%13.4%37.8773.2%11.4%
40Δ43.1860.4%11.5%39.0469.7%9.3%
45Δ42.1758.0%9.6%40.1666.4%7.4%
50Δ41.1655.5%7.8%40.9964.3%6.4%
55Δ40.1553.1%5.9%41.8362.2%5.5%
60Δ39.1954.4%5.0%42.6760.0%4.5%
65Δ38.2456.3%4.4%43.5157.9%3.6%
70Δ37.2858.2%3.7%44.3455.8%2.6%
75Δ36.3360.1%3.0%46.2757.9%1.8%
80Δ35.3862.0%2.4%52.1775.4%1.4%

20Δ

Calls
Pseudo strike
52.99
IV
97.3%
B/E move
34.2%
Puts
Pseudo strike
33.34
IV
94.0%
B/E move
20.5%

25Δ

Calls
Pseudo strike
48.29
IV
77.9%
B/E move
22.7%
Puts
Pseudo strike
35.51
IV
80.3%
B/E move
15.6%

30Δ

Calls
Pseudo strike
45.53
IV
66.9%
B/E move
16.2%
Puts
Pseudo strike
36.69
IV
76.7%
B/E move
13.5%

35Δ

Calls
Pseudo strike
44.18
IV
62.8%
B/E move
13.4%
Puts
Pseudo strike
37.87
IV
73.2%
B/E move
11.4%

40Δ

Calls
Pseudo strike
43.18
IV
60.4%
B/E move
11.5%
Puts
Pseudo strike
39.04
IV
69.7%
B/E move
9.3%

45Δ

Calls
Pseudo strike
42.17
IV
58.0%
B/E move
9.6%
Puts
Pseudo strike
40.16
IV
66.4%
B/E move
7.4%

50Δ

Calls
Pseudo strike
41.16
IV
55.5%
B/E move
7.8%
Puts
Pseudo strike
40.99
IV
64.3%
B/E move
6.4%

55Δ

Calls
Pseudo strike
40.15
IV
53.1%
B/E move
5.9%
Puts
Pseudo strike
41.83
IV
62.2%
B/E move
5.5%

60Δ

Calls
Pseudo strike
39.19
IV
54.4%
B/E move
5.0%
Puts
Pseudo strike
42.67
IV
60.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
38.24
IV
56.3%
B/E move
4.4%
Puts
Pseudo strike
43.51
IV
57.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
37.28
IV
58.2%
B/E move
3.7%
Puts
Pseudo strike
44.34
IV
55.8%
B/E move
2.6%

75Δ

Calls
Pseudo strike
36.33
IV
60.1%
B/E move
3.0%
Puts
Pseudo strike
46.27
IV
57.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
35.38
IV
62.0%
B/E move
2.4%
Puts
Pseudo strike
52.17
IV
75.4%
B/E move
1.4%

Options history

No recorded observations