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Wealthfront Corporation Common Stock WLTH

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Market datapartial · fetched 2026-10-23T00:20:23.233Z

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 · 2026-10-22T20:01:29.259980205Z

FundamentalsAlpha Vantage · unavailable

Share price$11.20
1D+0.4%
AH$10.89$10.97$11.06$11.15$11.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLTH
Sold putSold callAH

Wealthfront Corporation Common Stock options

Live interpolated WLTH call and put midpoint premiums by absolute delta.Wealthfront Corporation Common Stock$0.04$1.32$2.61$3.90$5.19$8.89$10.03$11.16$12.30$13.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLTH spot · $11.20WLTH PRICE$0.17$0.23$0.35$0.46$0.57$0.68$0.79$0.90$1.02$1.13$1.24$1.35$0.20$0.33$0.45$0.58$0.70$0.83$0.95$1.08$1.20$1.32$1.45$2.45$4.82
PutsExpensive1.20×
CallsCheap0.90×
SkewBearish+8.23 pp
Implied moveBearish±$1.74
TiltBearish29.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.2057.1%19.5%10.0153.4%12.5%
25Δ12.3846.3%12.7%10.2453.5%11.5%
30Δ12.1647.1%11.7%10.4853.7%10.5%
35Δ11.9548.0%10.7%10.7153.8%9.5%
40Δ11.7348.8%9.8%10.9553.9%8.5%
45Δ11.5149.7%8.8%11.1854.0%7.5%
50Δ11.2950.5%7.9%11.4254.2%6.6%
55Δ11.0751.4%6.9%11.6554.3%5.6%
60Δ10.8552.2%6.0%11.8954.4%4.6%
65Δ10.6353.1%5.0%12.1254.5%3.6%
70Δ10.4153.9%4.0%12.3654.7%2.6%
75Δ10.1954.8%3.1%13.4269.4%2.0%
80Δ15.78107.1%2.2%

20Δ

Calls
Pseudo strike
13.20
IV
57.1%
B/E move
19.5%
Puts
Pseudo strike
10.01
IV
53.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
12.38
IV
46.3%
B/E move
12.7%
Puts
Pseudo strike
10.24
IV
53.5%
B/E move
11.5%

30Δ

Calls
Pseudo strike
12.16
IV
47.1%
B/E move
11.7%
Puts
Pseudo strike
10.48
IV
53.7%
B/E move
10.5%

35Δ

Calls
Pseudo strike
11.95
IV
48.0%
B/E move
10.7%
Puts
Pseudo strike
10.71
IV
53.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
11.73
IV
48.8%
B/E move
9.8%
Puts
Pseudo strike
10.95
IV
53.9%
B/E move
8.5%

45Δ

Calls
Pseudo strike
11.51
IV
49.7%
B/E move
8.8%
Puts
Pseudo strike
11.18
IV
54.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
11.29
IV
50.5%
B/E move
7.9%
Puts
Pseudo strike
11.42
IV
54.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
11.07
IV
51.4%
B/E move
6.9%
Puts
Pseudo strike
11.65
IV
54.3%
B/E move
5.6%

60Δ

Calls
Pseudo strike
10.85
IV
52.2%
B/E move
6.0%
Puts
Pseudo strike
11.89
IV
54.4%
B/E move
4.6%

65Δ

Calls
Pseudo strike
10.63
IV
53.1%
B/E move
5.0%
Puts
Pseudo strike
12.12
IV
54.5%
B/E move
3.6%

70Δ

Calls
Pseudo strike
10.41
IV
53.9%
B/E move
4.0%
Puts
Pseudo strike
12.36
IV
54.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.19
IV
54.8%
B/E move
3.1%
Puts
Pseudo strike
13.42
IV
69.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.78
IV
107.1%
B/E move
2.2%

Options history

No recorded observations