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Westlake Corporation WLK

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Market datapartial · fetched 2026-10-22T20:46:30.010Z

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 · 2026-10-22T20:10:00.000354222Z

FundamentalsAlpha Vantage · unavailable

Share price$64.14
1D+6.0%
AH$60$61$62$63$645:30 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$1.03$3.82$6.62$9.41$12.21$51.41$57.72$64.04$70.35$76.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLK spot · $64.14WLK PRICE$2.45$2.13$1.75$1.90$2.12$2.34$2.69$3.29$3.90$4.50$5.11$5.82$7.01$1.33$1.73$2.13$2.75$3.38$4.02$4.67$5.45$6.22$6.99$8.07$9.74$11.40
PutsExpensive1.28×
CallsExpensive1.49×
SkewBearish+1.13 pp
Implied moveBearish±$7.36
TiltBearish20.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.97145.6%58.1%56.4259.8%14.1%
25Δ84.35100.8%34.8%58.1758.2%12.0%
30Δ71.6557.3%14.4%59.9156.7%9.9%
35Δ68.7848.6%10.2%61.2557.0%8.8%
40Δ67.3845.0%8.4%62.5757.4%7.7%
45Δ65.9741.4%6.5%63.8957.8%6.7%
50Δ64.7039.1%5.1%65.2158.0%5.6%
55Δ63.7239.7%4.5%66.5257.0%4.8%
60Δ62.7540.4%3.9%67.8355.9%3.9%
65Δ61.7741.1%3.3%69.1454.9%3.1%
70Δ60.7941.8%2.7%70.6954.6%2.4%
75Δ59.7342.4%2.2%72.6955.9%1.8%
80Δ58.2642.6%1.8%74.7057.1%1.3%

20Δ

Calls
Pseudo strike
98.97
IV
145.6%
B/E move
58.1%
Puts
Pseudo strike
56.42
IV
59.8%
B/E move
14.1%

25Δ

Calls
Pseudo strike
84.35
IV
100.8%
B/E move
34.8%
Puts
Pseudo strike
58.17
IV
58.2%
B/E move
12.0%

30Δ

Calls
Pseudo strike
71.65
IV
57.3%
B/E move
14.4%
Puts
Pseudo strike
59.91
IV
56.7%
B/E move
9.9%

35Δ

Calls
Pseudo strike
68.78
IV
48.6%
B/E move
10.2%
Puts
Pseudo strike
61.25
IV
57.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
67.38
IV
45.0%
B/E move
8.4%
Puts
Pseudo strike
62.57
IV
57.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
65.97
IV
41.4%
B/E move
6.5%
Puts
Pseudo strike
63.89
IV
57.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
64.70
IV
39.1%
B/E move
5.1%
Puts
Pseudo strike
65.21
IV
58.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
63.72
IV
39.7%
B/E move
4.5%
Puts
Pseudo strike
66.52
IV
57.0%
B/E move
4.8%

60Δ

Calls
Pseudo strike
62.75
IV
40.4%
B/E move
3.9%
Puts
Pseudo strike
67.83
IV
55.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
61.77
IV
41.1%
B/E move
3.3%
Puts
Pseudo strike
69.14
IV
54.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
60.79
IV
41.8%
B/E move
2.7%
Puts
Pseudo strike
70.69
IV
54.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
59.73
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
72.69
IV
55.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
58.26
IV
42.6%
B/E move
1.8%
Puts
Pseudo strike
74.70
IV
57.1%
B/E move
1.3%

Options history

No recorded observations