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ADVANCED DRAINAGE SYSTEMS, INC. WMS

i

Market dataready · fetched 2026-11-12T01:49:33.880Z

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 · 2026-11-12T00:00:00.002846663Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:49:33.455650+00:00

Share price$129.30
1D+1.8%
AH$126.76$127.72$128.67$129.63$130.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMS
Sold putSold callAH

ADVANCED DRAINAGE SYSTEMS, INC. options

Live interpolated WMS call and put midpoint premiums by absolute delta.ADVANCED DRAINAGE SYSTEMS, INC.$0.61$2.86$5.11$7.36$9.61$99.53$112.14$124.75$137.35$149.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WMS spot · $129.30WMS PRICE$0.85$1.11$1.52$1.94$2.35$2.76$3.28$4.07$4.86$5.65$6.48$7.72$8.96$1.45$1.72$1.99$2.33$2.69$3.05$3.41$3.96$4.59$5.22$5.85$6.48
Puts——
CallsCheap0.54×
Skew——
Implied moveBalanced±$6.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.3736.7%6.1%119.9561.7%8.3%
25Δ134.9137.5%5.2%122.2555.7%6.8%
30Δ133.8638.2%4.7%124.5249.8%5.2%
35Δ132.8239.0%4.2%125.9646.9%4.4%
40Δ131.7839.7%3.7%127.1844.7%3.7%
45Δ130.7440.5%3.2%128.4042.6%3.1%
50Δ129.6541.4%2.8%129.6140.5%2.4%
55Δ128.4642.8%2.5%130.7039.3%2.0%
60Δ127.2644.2%2.2%131.7338.7%1.7%
65Δ126.0745.6%1.9%132.7638.1%1.4%
70Δ124.8346.9%1.6%133.7837.4%1.1%
75Δ123.2247.3%1.3%134.8136.8%0.8%
80Δ121.6147.8%1.0%

20Δ

Calls
Pseudo strike
136.37
IV
36.7%
B/E move
6.1%
Puts
Pseudo strike
119.95
IV
61.7%
B/E move
8.3%

25Δ

Calls
Pseudo strike
134.91
IV
37.5%
B/E move
5.2%
Puts
Pseudo strike
122.25
IV
55.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
133.86
IV
38.2%
B/E move
4.7%
Puts
Pseudo strike
124.52
IV
49.8%
B/E move
5.2%

35Δ

Calls
Pseudo strike
132.82
IV
39.0%
B/E move
4.2%
Puts
Pseudo strike
125.96
IV
46.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
131.78
IV
39.7%
B/E move
3.7%
Puts
Pseudo strike
127.18
IV
44.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
130.74
IV
40.5%
B/E move
3.2%
Puts
Pseudo strike
128.40
IV
42.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
129.65
IV
41.4%
B/E move
2.8%
Puts
Pseudo strike
129.61
IV
40.5%
B/E move
2.4%

55Δ

Calls
Pseudo strike
128.46
IV
42.8%
B/E move
2.5%
Puts
Pseudo strike
130.70
IV
39.3%
B/E move
2.0%

60Δ

Calls
Pseudo strike
127.26
IV
44.2%
B/E move
2.2%
Puts
Pseudo strike
131.73
IV
38.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
126.07
IV
45.6%
B/E move
1.9%
Puts
Pseudo strike
132.76
IV
38.1%
B/E move
1.4%

70Δ

Calls
Pseudo strike
124.83
IV
46.9%
B/E move
1.6%
Puts
Pseudo strike
133.78
IV
37.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
123.22
IV
47.3%
B/E move
1.3%
Puts
Pseudo strike
134.81
IV
36.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
121.61
IV
47.8%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.67%
Daily EOD
WMS41.7%42.8%43.9%2026-10-19: 41.85%2026-10-20: 41.92%2026-10-21: 42.60%2026-10-22: 42.59%2026-10-23: 43.76%2026-10-26: 43.31%2026-10-27: 42.71%2026-10-28: 42.94%2026-10-29: 42.42%2026-10-30: 43.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.85%
41.92%
42.60%
42.59%
43.76%
43.31%
42.71%
42.94%
42.42%
43.67%