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Weis Markets, Inc. WMK

i

Market dataready · fetched 2026-11-12T15:11:15.513Z

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 · 2026-11-12T15:06:22.52185499Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T15:11:15.038161+00:00

Share price$80.37
1D-0.9%
$80.15$80.70$81.25$81.79$82.345:30 AM6:30 AM9:00 AM1:00 PMWMK
Sold putSold call

Weis Markets, Inc. options

Live interpolated WMK call and put midpoint premiums by absolute delta.Weis Markets, Inc.$0.54$1.86$3.19$4.52$5.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWMK PRICE$0.68$0.87$1.12$1.37$1.62$1.87$2.12$2.40$3.01$3.63$4.24$4.85$5.47$0.80$1.13$1.46$1.79$2.12$2.46
Puts——
CallsCheap0.58×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.6152.7%8.6%76.0046.4%6.4%
25Δ84.8749.5%6.7%76.7848.4%5.9%
30Δ84.0448.7%6.0%77.5650.4%5.3%
35Δ83.2247.9%5.3%78.3452.4%4.8%
40Δ82.4047.1%4.5%79.1254.4%4.2%
45Δ81.5846.4%3.8%79.9056.4%3.6%
50Δ80.7645.6%3.1%
55Δ79.9344.9%2.4%
60Δ79.0845.7%2.1%
65Δ78.2346.5%1.8%
70Δ77.3847.3%1.5%
75Δ76.5248.1%1.3%
80Δ75.6748.9%1.0%

20Δ

Calls
Pseudo strike
86.61
IV
52.7%
B/E move
8.6%
Puts
Pseudo strike
76.00
IV
46.4%
B/E move
6.4%

25Δ

Calls
Pseudo strike
84.87
IV
49.5%
B/E move
6.7%
Puts
Pseudo strike
76.78
IV
48.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
84.04
IV
48.7%
B/E move
6.0%
Puts
Pseudo strike
77.56
IV
50.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
83.22
IV
47.9%
B/E move
5.3%
Puts
Pseudo strike
78.34
IV
52.4%
B/E move
4.8%

40Δ

Calls
Pseudo strike
82.40
IV
47.1%
B/E move
4.5%
Puts
Pseudo strike
79.12
IV
54.4%
B/E move
4.2%

45Δ

Calls
Pseudo strike
81.58
IV
46.4%
B/E move
3.8%
Puts
Pseudo strike
79.90
IV
56.4%
B/E move
3.6%

50Δ

Calls
Pseudo strike
80.76
IV
45.6%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
79.93
IV
44.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
79.08
IV
45.7%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
78.23
IV
46.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
77.38
IV
47.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
76.52
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
75.67
IV
48.9%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.46%
Daily EOD
WMK26.9%28.8%30.7%2026-10-19: 27.36%2026-10-20: 27.59%2026-10-21: 28.34%2026-10-22: 28.62%2026-10-23: 27.20%2026-10-26: 29.21%2026-10-27: 29.66%2026-10-28: 28.77%2026-10-29: 29.38%2026-10-30: 30.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.36%
27.59%
28.34%
28.62%
27.20%
29.21%
29.66%
28.77%
29.38%
30.46%