IntraAlpha
Create free account Start free

Westlake Corporation WLK

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-12T03:18:33.362Z

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 · 2026-11-12T00:00:00.000368578Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:18:33.018647+00:00

Share price$63.88
1D-0.0%
AH$63.00$63.30$63.59$63.89$64.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLK
Sold putSold callAH

Westlake Corporation options

Live interpolated WLK call and put midpoint premiums by absolute delta.Westlake Corporation$0.42$1.96$3.49$5.03$6.56$55.22$59.67$64.13$68.58$73.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WLK spot · $63.88WLK PRICE$2.35$1.37$1.71$2.05$2.38$2.60$2.76$2.92$3.07$3.23$3.39$3.55$0.59$0.90$1.21$1.52$1.82$2.13$2.44$2.75$3.38$4.06$4.75$5.44$6.12
PutsCheap0.76×
Calls——
Skew——
Implied moveBullish±$5.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.28249.0%52.8%60.1947.6%6.7%
25Δ60.8648.7%6.1%
30Δ68.3670.9%9.2%61.5349.8%5.6%
35Δ67.3672.0%8.1%62.2150.9%5.0%
40Δ66.3573.0%7.1%62.8851.9%4.4%
45Δ65.3574.0%6.0%63.5553.0%3.9%
50Δ64.6671.0%5.3%64.2254.1%3.3%
55Δ64.1365.9%4.7%64.9055.2%2.7%
60Δ63.6160.8%4.1%65.7755.7%2.3%
65Δ63.0955.8%3.6%66.6956.0%2.0%
70Δ62.5650.7%3.0%67.6056.4%1.6%
75Δ62.0445.6%2.4%68.5156.8%1.3%
80Δ61.5240.5%1.8%69.4357.2%0.9%

20Δ

Calls
Pseudo strike
95.28
IV
249.0%
B/E move
52.8%
Puts
Pseudo strike
60.19
IV
47.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.86
IV
48.7%
B/E move
6.1%

30Δ

Calls
Pseudo strike
68.36
IV
70.9%
B/E move
9.2%
Puts
Pseudo strike
61.53
IV
49.8%
B/E move
5.6%

35Δ

Calls
Pseudo strike
67.36
IV
72.0%
B/E move
8.1%
Puts
Pseudo strike
62.21
IV
50.9%
B/E move
5.0%

40Δ

Calls
Pseudo strike
66.35
IV
73.0%
B/E move
7.1%
Puts
Pseudo strike
62.88
IV
51.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
65.35
IV
74.0%
B/E move
6.0%
Puts
Pseudo strike
63.55
IV
53.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
64.66
IV
71.0%
B/E move
5.3%
Puts
Pseudo strike
64.22
IV
54.1%
B/E move
3.3%

55Δ

Calls
Pseudo strike
64.13
IV
65.9%
B/E move
4.7%
Puts
Pseudo strike
64.90
IV
55.2%
B/E move
2.7%

60Δ

Calls
Pseudo strike
63.61
IV
60.8%
B/E move
4.1%
Puts
Pseudo strike
65.77
IV
55.7%
B/E move
2.3%

65Δ

Calls
Pseudo strike
63.09
IV
55.8%
B/E move
3.6%
Puts
Pseudo strike
66.69
IV
56.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
62.56
IV
50.7%
B/E move
3.0%
Puts
Pseudo strike
67.60
IV
56.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
62.04
IV
45.6%
B/E move
2.4%
Puts
Pseudo strike
68.51
IV
56.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
61.52
IV
40.5%
B/E move
1.8%
Puts
Pseudo strike
69.43
IV
57.2%
B/E move
0.9%

Options history

IV · four-Friday blend50.31%
Daily EOD
WLK43.5%47.1%50.8%2026-10-19: 45.27%2026-10-20: 45.35%2026-10-21: 46.27%2026-10-22: 45.72%2026-10-23: 46.39%2026-10-26: 43.99%2026-10-27: 47.53%2026-10-28: 47.00%2026-10-29: 47.26%2026-10-30: 50.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.27%
45.35%
46.27%
45.72%
46.39%
43.99%
47.53%
47.00%
47.26%
50.31%