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Wolfspeed, Inc. WOLF

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T17:00:25.248Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:21.292588956Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:24.346395+00:00

Share price$23.77
1D-3.1%
$22.97$23.38$23.79$24.20$24.615:30 AM6:30 AM9:00 AM1:00 PMWOLF
Sold putSold call

Wolfspeed, Inc. options

Live interpolated WOLF call and put midpoint premiums by absolute delta.Wolfspeed, Inc.$0.10$0.98$1.86$2.74$3.62$21.13$22.44$23.74$25.05$26.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WOLF spot · $23.77WOLF PRICE$0.20$0.27$0.35$0.41$0.49$0.58$0.69$0.80$0.94$1.11$1.24$1.34$1.44$0.23$0.30$0.37$0.46$0.56$0.66$0.77$0.89$1.04$1.21$1.43$2.26$3.36
PutsFair0.97×
CallsCheap0.89×
SkewBearish+11.38 pp
Implied moveBearish±$1.46
TiltBearish15.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.46105.0%8.0%22.25110.8%7.4%
25Δ25.17107.5%7.1%22.59108.5%6.2%
30Δ24.88107.5%6.1%22.88106.4%5.3%
35Δ24.56103.4%5.1%23.14105.6%4.6%
40Δ24.31102.2%4.4%23.38105.8%4.0%
45Δ24.07101.8%3.7%23.61105.3%3.5%
50Δ23.84101.6%3.2%23.84104.0%2.9%
55Δ23.62101.6%2.7%24.08103.2%2.5%
60Δ23.38103.1%2.3%24.32103.3%2.1%
65Δ23.13106.2%2.0%24.57103.9%1.7%
70Δ22.91104.4%1.6%24.86106.3%1.4%
75Δ22.7197.5%1.2%25.68142.4%1.5%
80Δ22.5290.6%0.8%26.81175.0%1.4%

20Δ

Calls
Pseudo strike
25.46
IV
105.0%
B/E move
8.0%
Puts
Pseudo strike
22.25
IV
110.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
25.17
IV
107.5%
B/E move
7.1%
Puts
Pseudo strike
22.59
IV
108.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
24.88
IV
107.5%
B/E move
6.1%
Puts
Pseudo strike
22.88
IV
106.4%
B/E move
5.3%

35Δ

Calls
Pseudo strike
24.56
IV
103.4%
B/E move
5.1%
Puts
Pseudo strike
23.14
IV
105.6%
B/E move
4.6%

40Δ

Calls
Pseudo strike
24.31
IV
102.2%
B/E move
4.4%
Puts
Pseudo strike
23.38
IV
105.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
24.07
IV
101.8%
B/E move
3.7%
Puts
Pseudo strike
23.61
IV
105.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
23.84
IV
101.6%
B/E move
3.2%
Puts
Pseudo strike
23.84
IV
104.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
23.62
IV
101.6%
B/E move
2.7%
Puts
Pseudo strike
24.08
IV
103.2%
B/E move
2.5%

60Δ

Calls
Pseudo strike
23.38
IV
103.1%
B/E move
2.3%
Puts
Pseudo strike
24.32
IV
103.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
23.13
IV
106.2%
B/E move
2.0%
Puts
Pseudo strike
24.57
IV
103.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
22.91
IV
104.4%
B/E move
1.6%
Puts
Pseudo strike
24.86
IV
106.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
22.71
IV
97.5%
B/E move
1.2%
Puts
Pseudo strike
25.68
IV
142.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.52
IV
90.6%
B/E move
0.8%
Puts
Pseudo strike
26.81
IV
175.0%
B/E move
1.4%

Options history

No recorded observations