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Weis Markets, Inc. WMK

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Market datapartial · fetched 2026-10-23T03:14:26.119Z

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 · 2026-10-22T23:59:30.881541422Z

FundamentalsAlpha Vantage · unavailable

Share price$80.10
1D+4.3%
AH$76$77$78$80$815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMK
Sold putSold callAH

Weis Markets, Inc. options

Live interpolated WMK call and put midpoint premiums by absolute delta.Weis Markets, Inc.$2.16$4.42$6.67$8.93$11.18$67.06$72.97$78.88$84.79$90.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMK spot · $80.10WMK PRICE$2.50$2.50$2.50$2.47$2.44$2.40$2.47$2.91$3.35$3.79$4.24$4.68$2.50$2.50$2.51$2.82$3.12$3.43$3.92$4.47$5.03$5.58$6.24$8.39$10.53
PutsExpensive1.54×
CallsExpensive1.10×
SkewBearish+10.82 pp
Implied moveBearish±$6.32
TiltBearish25.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0689.2%19.4%
25Δ96.9683.8%24.2%71.6869.0%13.6%
30Δ89.8264.2%15.3%75.0754.2%9.4%
35Δ86.0751.6%10.6%76.5950.1%7.9%
40Δ83.9843.2%7.9%78.1146.0%6.4%
45Δ82.5536.4%6.1%79.6341.9%4.9%
50Δ81.1229.7%4.3%80.8140.0%4.0%
55Δ79.8524.3%2.8%81.8738.8%3.4%
60Δ79.1523.6%2.5%82.9437.6%2.7%
65Δ78.4622.9%2.1%84.0136.4%2.1%
70Δ77.7622.3%1.8%85.1635.6%1.5%
75Δ77.0721.6%1.5%87.5139.7%1.2%
80Δ76.3820.9%1.2%89.8743.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.06
IV
89.2%
B/E move
19.4%

25Δ

Calls
Pseudo strike
96.96
IV
83.8%
B/E move
24.2%
Puts
Pseudo strike
71.68
IV
69.0%
B/E move
13.6%

30Δ

Calls
Pseudo strike
89.82
IV
64.2%
B/E move
15.3%
Puts
Pseudo strike
75.07
IV
54.2%
B/E move
9.4%

35Δ

Calls
Pseudo strike
86.07
IV
51.6%
B/E move
10.6%
Puts
Pseudo strike
76.59
IV
50.1%
B/E move
7.9%

40Δ

Calls
Pseudo strike
83.98
IV
43.2%
B/E move
7.9%
Puts
Pseudo strike
78.11
IV
46.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
82.55
IV
36.4%
B/E move
6.1%
Puts
Pseudo strike
79.63
IV
41.9%
B/E move
4.9%

50Δ

Calls
Pseudo strike
81.12
IV
29.7%
B/E move
4.3%
Puts
Pseudo strike
80.81
IV
40.0%
B/E move
4.0%

55Δ

Calls
Pseudo strike
79.85
IV
24.3%
B/E move
2.8%
Puts
Pseudo strike
81.87
IV
38.8%
B/E move
3.4%

60Δ

Calls
Pseudo strike
79.15
IV
23.6%
B/E move
2.5%
Puts
Pseudo strike
82.94
IV
37.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
78.46
IV
22.9%
B/E move
2.1%
Puts
Pseudo strike
84.01
IV
36.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
77.76
IV
22.3%
B/E move
1.8%
Puts
Pseudo strike
85.16
IV
35.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
77.07
IV
21.6%
B/E move
1.5%
Puts
Pseudo strike
87.51
IV
39.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
76.38
IV
20.9%
B/E move
1.2%
Puts
Pseudo strike
89.87
IV
43.8%
B/E move
1.0%

Options history

No recorded observations