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Advanced Drainage Systems Inc WMS

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-10-22T23:45:06.896Z

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 · 2026-10-22T23:00:00.003694842Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:06.236282+00:00

Share price$130.92
1D-0.3%
AH$128.57$129.33$130.10$130.87$131.645:30 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$1.29$6.42$11.56$16.69$21.83$107.56$118.89$130.23$141.57$152.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WMS spot · $130.92WMS PRICE$1.84$2.47$3.15$3.88$4.76$5.64$6.56$7.48$8.71$9.98$11.60$13.40$15.04$2.38$3.12$4.12$5.10$6.04$7.04$8.50$9.95$11.34$12.74$14.51$16.42$20.35
PutsExpensive1.56×
CallsExpensive1.47×
SkewBearish+3.75 pp
Implied moveBearish±$15.06
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ148.2246.9%14.6%116.8953.4%12.5%
25Δ145.1647.8%12.8%120.1852.4%10.6%
30Δ142.3347.8%11.1%122.7353.2%9.4%
35Δ139.6047.8%9.6%125.2853.8%8.2%
40Δ137.2448.3%8.5%127.8152.4%7.0%
45Δ134.8948.8%7.3%130.3351.3%5.8%
50Δ132.6048.1%6.3%132.8051.9%5.1%
55Δ130.3147.4%5.2%135.2552.4%4.3%
60Δ128.0647.4%4.5%137.6551.2%3.5%
65Δ125.8247.6%3.7%140.0650.1%2.8%
70Δ123.3648.1%3.1%142.6249.0%2.1%
75Δ120.7948.7%2.5%145.3148.2%1.6%
80Δ118.3947.2%1.9%149.7750.9%1.1%

20Δ

Calls
Pseudo strike
148.22
IV
46.9%
B/E move
14.6%
Puts
Pseudo strike
116.89
IV
53.4%
B/E move
12.5%

25Δ

Calls
Pseudo strike
145.16
IV
47.8%
B/E move
12.8%
Puts
Pseudo strike
120.18
IV
52.4%
B/E move
10.6%

30Δ

Calls
Pseudo strike
142.33
IV
47.8%
B/E move
11.1%
Puts
Pseudo strike
122.73
IV
53.2%
B/E move
9.4%

35Δ

Calls
Pseudo strike
139.60
IV
47.8%
B/E move
9.6%
Puts
Pseudo strike
125.28
IV
53.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
137.24
IV
48.3%
B/E move
8.5%
Puts
Pseudo strike
127.81
IV
52.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
134.89
IV
48.8%
B/E move
7.3%
Puts
Pseudo strike
130.33
IV
51.3%
B/E move
5.8%

50Δ

Calls
Pseudo strike
132.60
IV
48.1%
B/E move
6.3%
Puts
Pseudo strike
132.80
IV
51.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
130.31
IV
47.4%
B/E move
5.2%
Puts
Pseudo strike
135.25
IV
52.4%
B/E move
4.3%

60Δ

Calls
Pseudo strike
128.06
IV
47.4%
B/E move
4.5%
Puts
Pseudo strike
137.65
IV
51.2%
B/E move
3.5%

65Δ

Calls
Pseudo strike
125.82
IV
47.6%
B/E move
3.7%
Puts
Pseudo strike
140.06
IV
50.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
123.36
IV
48.1%
B/E move
3.1%
Puts
Pseudo strike
142.62
IV
49.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
120.79
IV
48.7%
B/E move
2.5%
Puts
Pseudo strike
145.31
IV
48.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
118.39
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
149.77
IV
50.9%
B/E move
1.1%

Options history

No recorded observations