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Weis Markets Inc WMK

CONSUMER DEFENSIVE · GROCERY STORES
i

Market dataready · fetched 2026-10-23T04:07:27.463Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:27.009603+00:00

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$4.40$6.65$8.89$11.13$66.96$72.92$78.87$84.83$90.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMK spot · $80.10WMK PRICE$2.50$2.50$2.50$2.47$2.44$2.40$2.48$2.92$3.36$3.81$4.25$4.69$2.50$2.50$2.51$2.82$3.12$3.43$3.92$4.47$5.02$5.57$6.20$8.35$10.49
PutsExpensive1.55×
CallsExpensive1.11×
SkewBearish+10.94 pp
Implied moveBearish±$6.32
TiltBearish25.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.0689.3%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%76.5950.3%7.9%
40Δ83.9743.3%7.9%78.1146.4%6.4%
45Δ82.5436.7%6.1%79.6342.5%4.9%
50Δ81.1030.0%4.2%80.8040.6%4.0%
55Δ79.8424.8%2.8%81.8639.4%3.4%
60Δ79.1424.1%2.4%82.9338.2%2.7%
65Δ78.4423.4%2.1%83.9937.0%2.1%
70Δ77.7422.8%1.8%85.1136.1%1.5%
75Δ77.0522.1%1.5%87.4740.2%1.2%
80Δ76.3521.4%1.2%89.8244.4%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
67.06
IV
89.3%
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
50.3%
B/E move
7.9%

40Δ

Calls
Pseudo strike
83.97
IV
43.3%
B/E move
7.9%
Puts
Pseudo strike
78.11
IV
46.4%
B/E move
6.4%

45Δ

Calls
Pseudo strike
82.54
IV
36.7%
B/E move
6.1%
Puts
Pseudo strike
79.63
IV
42.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
81.10
IV
30.0%
B/E move
4.2%
Puts
Pseudo strike
80.80
IV
40.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
79.84
IV
24.8%
B/E move
2.8%
Puts
Pseudo strike
81.86
IV
39.4%
B/E move
3.4%

60Δ

Calls
Pseudo strike
79.14
IV
24.1%
B/E move
2.4%
Puts
Pseudo strike
82.93
IV
38.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
78.44
IV
23.4%
B/E move
2.1%
Puts
Pseudo strike
83.99
IV
37.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
77.74
IV
22.8%
B/E move
1.8%
Puts
Pseudo strike
85.11
IV
36.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
77.05
IV
22.1%
B/E move
1.5%
Puts
Pseudo strike
87.47
IV
40.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
76.35
IV
21.4%
B/E move
1.2%
Puts
Pseudo strike
89.82
IV
44.4%
B/E move
1.0%

Options history

No recorded observations