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Westlake Chemical Corporation WLK

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-23T04:27:39.989Z

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 · 2026-10-22T23:00:00.000826066Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:23:16.547210+00:00

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 Chemical Corporation options

Live interpolated WLK call and put midpoint premiums by absolute delta.Westlake Chemical Corporation$1.03$3.81$6.60$9.39$12.18$51.27$57.65$64.03$70.40$76.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLK spot · $64.14WLK PRICE$2.45$2.13$1.75$1.90$2.12$2.35$2.69$3.30$3.90$4.51$5.11$5.84$7.03$1.33$1.73$2.13$2.75$3.38$4.01$4.67$5.44$6.21$6.98$8.05$9.71$11.37
PutsExpensive1.30×
CallsExpensive1.50×
SkewBearish+1.26 pp
Implied moveBearish±$7.36
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ98.97146.4%58.1%56.4260.8%14.1%
25Δ84.34101.6%34.8%58.1759.2%12.0%
30Δ71.6358.2%14.4%59.9157.7%9.9%
35Δ68.7849.4%10.2%61.2558.0%8.8%
40Δ67.3745.8%8.3%62.5758.4%7.7%
45Δ65.9742.1%6.5%63.8858.8%6.7%
50Δ64.6939.8%5.1%65.2059.0%5.6%
55Δ63.7240.5%4.5%66.5157.9%4.8%
60Δ62.7441.2%3.9%67.8256.8%4.0%
65Δ61.7641.9%3.3%69.1255.8%3.1%
70Δ60.7842.6%2.7%70.6655.5%2.4%
75Δ59.7143.2%2.2%72.6656.7%1.9%
80Δ58.2443.5%1.8%74.6758.0%1.3%

20Δ

Calls
Pseudo strike
98.97
IV
146.4%
B/E move
58.1%
Puts
Pseudo strike
56.42
IV
60.8%
B/E move
14.1%

25Δ

Calls
Pseudo strike
84.34
IV
101.6%
B/E move
34.8%
Puts
Pseudo strike
58.17
IV
59.2%
B/E move
12.0%

30Δ

Calls
Pseudo strike
71.63
IV
58.2%
B/E move
14.4%
Puts
Pseudo strike
59.91
IV
57.7%
B/E move
9.9%

35Δ

Calls
Pseudo strike
68.78
IV
49.4%
B/E move
10.2%
Puts
Pseudo strike
61.25
IV
58.0%
B/E move
8.8%

40Δ

Calls
Pseudo strike
67.37
IV
45.8%
B/E move
8.3%
Puts
Pseudo strike
62.57
IV
58.4%
B/E move
7.7%

45Δ

Calls
Pseudo strike
65.97
IV
42.1%
B/E move
6.5%
Puts
Pseudo strike
63.88
IV
58.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
64.69
IV
39.8%
B/E move
5.1%
Puts
Pseudo strike
65.20
IV
59.0%
B/E move
5.6%

55Δ

Calls
Pseudo strike
63.72
IV
40.5%
B/E move
4.5%
Puts
Pseudo strike
66.51
IV
57.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
62.74
IV
41.2%
B/E move
3.9%
Puts
Pseudo strike
67.82
IV
56.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
61.76
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
69.12
IV
55.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
60.78
IV
42.6%
B/E move
2.7%
Puts
Pseudo strike
70.66
IV
55.5%
B/E move
2.4%

75Δ

Calls
Pseudo strike
59.71
IV
43.2%
B/E move
2.2%
Puts
Pseudo strike
72.66
IV
56.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
58.24
IV
43.5%
B/E move
1.8%
Puts
Pseudo strike
74.67
IV
58.0%
B/E move
1.3%

Options history

No recorded observations