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Wealthfront Corporation Common Stock WLTH

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Market dataready · fetched 2026-11-12T03:02:00.848Z

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 · 2026-11-11T21:00:00.939597921Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-12T02:54:58.531967+00:00

Share price$10.90
1D-0.5%
AH$10.86$10.93$11.00$11.07$11.145:30 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$0.15$0.99$1.83$2.68$3.52$9.27$10.19$11.11$12.03$12.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLTH spot · $10.90WLTH PRICE$0.50$0.24$0.31$0.37$0.43$0.50$0.56$0.63$0.69$0.76$0.82$0.89$0.95$0.44$0.67$0.91$1.15$1.38$1.62$1.86$2.09$2.33$2.57$2.80$3.04$3.28
PutsFair0.96×
CallsExpensive1.29×
SkewBullish-27.52 pp
Implied moveBearish±$2.42
TiltBearish51.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.27331.8%81.4%10.4854.3%7.9%
25Δ12.37100.1%15.7%10.7757.3%7.4%
30Δ12.1796.6%14.5%11.0660.4%6.9%
35Δ11.9793.1%13.2%11.3563.5%6.4%
40Δ11.7789.6%11.9%11.6566.5%5.8%
45Δ11.5686.1%10.7%11.9469.6%5.3%
50Δ11.3682.6%9.4%12.2372.7%4.8%
55Δ11.1679.2%8.2%12.5275.7%4.3%
60Δ10.9675.7%6.9%12.8178.8%3.8%
65Δ10.7672.2%5.6%13.1181.9%3.3%
70Δ10.5668.7%4.4%13.4085.0%2.8%
75Δ10.3565.2%3.1%13.6988.0%2.3%
80Δ10.1561.7%1.9%13.9891.1%1.8%

20Δ

Calls
Pseudo strike
19.27
IV
331.8%
B/E move
81.4%
Puts
Pseudo strike
10.48
IV
54.3%
B/E move
7.9%

25Δ

Calls
Pseudo strike
12.37
IV
100.1%
B/E move
15.7%
Puts
Pseudo strike
10.77
IV
57.3%
B/E move
7.4%

30Δ

Calls
Pseudo strike
12.17
IV
96.6%
B/E move
14.5%
Puts
Pseudo strike
11.06
IV
60.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
11.97
IV
93.1%
B/E move
13.2%
Puts
Pseudo strike
11.35
IV
63.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
11.77
IV
89.6%
B/E move
11.9%
Puts
Pseudo strike
11.65
IV
66.5%
B/E move
5.8%

45Δ

Calls
Pseudo strike
11.56
IV
86.1%
B/E move
10.7%
Puts
Pseudo strike
11.94
IV
69.6%
B/E move
5.3%

50Δ

Calls
Pseudo strike
11.36
IV
82.6%
B/E move
9.4%
Puts
Pseudo strike
12.23
IV
72.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
11.16
IV
79.2%
B/E move
8.2%
Puts
Pseudo strike
12.52
IV
75.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
10.96
IV
75.7%
B/E move
6.9%
Puts
Pseudo strike
12.81
IV
78.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
10.76
IV
72.2%
B/E move
5.6%
Puts
Pseudo strike
13.11
IV
81.9%
B/E move
3.3%

70Δ

Calls
Pseudo strike
10.56
IV
68.7%
B/E move
4.4%
Puts
Pseudo strike
13.40
IV
85.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
10.35
IV
65.2%
B/E move
3.1%
Puts
Pseudo strike
13.69
IV
88.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
10.15
IV
61.7%
B/E move
1.9%
Puts
Pseudo strike
13.98
IV
91.1%
B/E move
1.8%

Options history

IV · four-Friday blend54.56%
Daily EOD
WLTH53.4%61.6%69.7%2026-10-20: 59.85%2026-10-21: 68.60%2026-10-30: 54.56%Oct 20Oct 21Oct 30
3 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
59.85%
68.60%
54.56%