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Wabash National Corp. WNC

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Market datapartial · fetched 2026-10-23T00:22:03.363Z

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 · 2026-10-22T23:00:00.000958507Z

FundamentalsAlpha Vantage · unavailable

Share price$13.10
1D+2.0%
AH$12.51$12.67$12.83$12.98$13.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWNC
Sold putSold callAH

Wabash National Corp. options

Live interpolated WNC call and put midpoint premiums by absolute delta.Wabash National Corp.$0.20$2.77$5.34$7.90$10.47$8.10$10.43$12.76$15.10$17.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WNC spot · $13.10WNC PRICE$0.48$0.66$0.84$0.60$0.71$0.81$0.92$1.02$1.13$0.50$0.63$0.76$0.89$1.18$1.60$2.01$2.43$2.84$3.66$4.49$5.73$9.73
PutsExpensive1.86×
CallsExpensive1.20×
SkewBearish+18.26 pp
Implied moveBearish±$2.93
TiltBearish67.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.47134.2%52.3%10.55106.0%23.3%
25Δ18.58139.3%46.9%11.12100.4%20.0%
30Δ17.69144.5%41.4%11.6894.8%16.6%
35Δ14.7376.7%17.0%12.2589.2%13.3%
40Δ14.3574.0%15.0%12.8190.0%11.3%
45Δ13.9871.3%12.9%13.3595.7%10.3%
50Δ13.6068.5%10.8%13.90101.4%9.3%
55Δ13.2365.8%8.8%14.44107.1%8.3%
60Δ12.8663.1%6.7%14.99112.8%7.3%
65Δ15.94118.6%6.2%
70Δ16.91124.3%5.2%
75Δ18.27133.4%4.2%
80Δ22.33173.3%3.8%

20Δ

Calls
Pseudo strike
19.47
IV
134.2%
B/E move
52.3%
Puts
Pseudo strike
10.55
IV
106.0%
B/E move
23.3%

25Δ

Calls
Pseudo strike
18.58
IV
139.3%
B/E move
46.9%
Puts
Pseudo strike
11.12
IV
100.4%
B/E move
20.0%

30Δ

Calls
Pseudo strike
17.69
IV
144.5%
B/E move
41.4%
Puts
Pseudo strike
11.68
IV
94.8%
B/E move
16.6%

35Δ

Calls
Pseudo strike
14.73
IV
76.7%
B/E move
17.0%
Puts
Pseudo strike
12.25
IV
89.2%
B/E move
13.3%

40Δ

Calls
Pseudo strike
14.35
IV
74.0%
B/E move
15.0%
Puts
Pseudo strike
12.81
IV
90.0%
B/E move
11.3%

45Δ

Calls
Pseudo strike
13.98
IV
71.3%
B/E move
12.9%
Puts
Pseudo strike
13.35
IV
95.7%
B/E move
10.3%

50Δ

Calls
Pseudo strike
13.60
IV
68.5%
B/E move
10.8%
Puts
Pseudo strike
13.90
IV
101.4%
B/E move
9.3%

55Δ

Calls
Pseudo strike
13.23
IV
65.8%
B/E move
8.8%
Puts
Pseudo strike
14.44
IV
107.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
12.86
IV
63.1%
B/E move
6.7%
Puts
Pseudo strike
14.99
IV
112.8%
B/E move
7.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.94
IV
118.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.91
IV
124.3%
B/E move
5.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.27
IV
133.4%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.33
IV
173.3%
B/E move
3.8%

Options history

No recorded observations