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Williams Companies Inc. WMB

i

Market dataready · fetched 2026-11-06T20:55:36.227Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:34.586442139Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T20:55:35.704522+00:00

Share price$64.07
1D-0.8%
$64.03$64.41$64.80$65.18$65.575:30 AM6:30 AM9:00 AM1:00 PMWMB
Sold putSold call

Williams Companies Inc. options

Live interpolated WMB call and put midpoint premiums by absolute delta.Williams Companies Inc.$0.25$1.31$2.36$3.42$4.47$56.45$61.45$66.44$71.44$76.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WMB spot · $64.06WMB PRICE$0.36$0.46$0.58$0.73$0.88$1.00$1.12$2.75$3.52$4.17$0.48$0.60$0.72$0.92$1.12$1.31$1.49$1.68$1.82$1.95$2.09$2.45
Puts——
Calls——
Skew——
Implied moveBearish±$2.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0837.5%5.3%
25Δ66.4135.9%4.4%62.1135.1%3.8%
30Δ65.8434.9%3.7%62.5834.2%3.2%
35Δ65.4235.3%3.3%63.0433.6%2.7%
40Δ65.0035.6%2.8%63.4234.6%2.4%
45Δ64.6034.0%2.4%63.8035.7%2.2%
50Δ64.2032.4%1.9%64.1835.8%1.9%
55Δ64.5734.9%1.5%
60Δ64.9533.9%1.2%
65Δ62.4852.1%1.8%65.2532.0%1.0%
70Δ61.6258.7%1.7%65.5429.8%0.8%
75Δ60.7960.8%1.4%65.8227.7%0.5%
80Δ66.3027.1%0.3%

20Δ

Calls
Pseudo strike
67.08
IV
37.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
66.41
IV
35.9%
B/E move
4.4%
Puts
Pseudo strike
62.11
IV
35.1%
B/E move
3.8%

30Δ

Calls
Pseudo strike
65.84
IV
34.9%
B/E move
3.7%
Puts
Pseudo strike
62.58
IV
34.2%
B/E move
3.2%

35Δ

Calls
Pseudo strike
65.42
IV
35.3%
B/E move
3.3%
Puts
Pseudo strike
63.04
IV
33.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
65.00
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
63.42
IV
34.6%
B/E move
2.4%

45Δ

Calls
Pseudo strike
64.60
IV
34.0%
B/E move
2.4%
Puts
Pseudo strike
63.80
IV
35.7%
B/E move
2.2%

50Δ

Calls
Pseudo strike
64.20
IV
32.4%
B/E move
1.9%
Puts
Pseudo strike
64.18
IV
35.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.57
IV
34.9%
B/E move
1.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.95
IV
33.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
62.48
IV
52.1%
B/E move
1.8%
Puts
Pseudo strike
65.25
IV
32.0%
B/E move
1.0%

70Δ

Calls
Pseudo strike
61.62
IV
58.7%
B/E move
1.7%
Puts
Pseudo strike
65.54
IV
29.8%
B/E move
0.8%

75Δ

Calls
Pseudo strike
60.79
IV
60.8%
B/E move
1.4%
Puts
Pseudo strike
65.82
IV
27.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.30
IV
27.1%
B/E move
0.3%

Options history

IV · four-Friday blend42.27%
Daily close
WMB24.7%34.1%43.6%2026-08-10: 28.00%2026-08-11: 28.05%2026-08-12: 26.32%2026-08-13: 26.49%2026-08-14: 25.96%2026-08-17: 27.78%2026-08-18: 29.20%2026-08-19: 34.27%2026-08-20: 30.45%2026-08-21: 27.87%2026-08-24: 28.65%2026-08-25: 27.93%2026-08-26: 31.08%2026-08-27: 31.90%2026-08-28: 26.64%2026-08-31: 30.47%2026-09-01: 29.59%2026-09-02: 30.93%2026-09-03: 29.15%2026-09-04: 27.19%2026-09-08: 32.21%2026-09-09: 31.60%2026-09-10: 33.29%2026-09-11: 28.62%2026-09-14: 31.98%2026-09-15: 32.35%2026-09-16: 31.31%2026-09-17: 32.56%2026-09-18: 28.77%2026-09-21: 30.06%2026-09-22: 30.29%2026-09-23: 28.62%2026-09-24: 31.04%2026-09-25: 26.74%2026-09-28: 28.00%2026-09-29: 28.62%2026-09-30: 30.05%2026-10-01: 30.63%2026-10-02: 26.00%2026-10-05: 26.69%2026-10-06: 28.50%2026-10-07: 28.46%2026-10-08: 31.98%2026-10-09: 29.98%2026-10-12: 30.10%2026-10-13: 30.59%2026-10-14: 32.40%2026-10-15: 38.81%2026-10-16: 30.65%2026-10-19: 33.94%2026-10-20: 34.14%2026-10-21: 36.64%2026-10-22: 40.82%2026-10-23: 35.49%2026-10-26: 35.82%2026-10-27: 37.99%2026-10-28: 41.18%2026-10-29: 37.64%2026-10-30: 42.27%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.00%
28.05%
26.32%
26.49%
25.96%
27.78%
29.20%
34.27%
30.45%
27.87%
28.65%
27.93%
31.08%
31.90%
26.64%
30.47%
29.59%
30.93%
29.15%
27.19%
32.21%
31.60%
33.29%
28.62%
31.98%
32.35%
31.31%
32.56%
28.77%
30.06%
30.29%
28.62%
31.04%
26.74%
28.00%
28.62%
30.05%
30.63%
26.00%
26.69%
28.50%
28.46%
31.98%
29.98%
30.10%
30.59%
32.40%
38.81%
30.65%
33.94%
34.14%
36.64%
40.82%
35.49%
35.82%
37.99%
41.18%
37.64%
42.27%