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Wolfspeed, Inc. WOLF

i

Market dataready · fetched 2026-11-10T22:22:29.543Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:14:20.419115042Z

FundamentalsSEC EDGAR · ready · as of 2026-09-27 · fetched 2026-11-10T22:22:28.981163+00:00

Share price$26.38
1D+5.5%
AH$24.84$25.30$25.77$26.23$26.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWOLF
Sold putSold callAH

Wolfspeed, Inc. options

Live interpolated WOLF call and put midpoint premiums by absolute delta.Wolfspeed, Inc.$0.15$1.66$3.18$4.69$6.20$22.74$24.47$26.20$27.92$29.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WOLF spot · $26.38WOLF PRICE$0.31$0.39$0.51$0.58$0.72$0.85$0.98$1.14$1.32$1.52$1.66$1.83$2.17$0.40$0.49$0.66$0.81$0.97$1.16$1.39$1.55$1.98$2.44$3.99$5.77
Puts——
CallsExpensive1.06×
Skew——
Implied moveBearish±$2.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.14121.7%11.6%23.92138.7%10.8%
25Δ28.47115.0%9.4%24.54129.8%8.8%
30Δ28.08118.7%8.4%24.94134.8%8.0%
35Δ27.54108.1%6.6%25.37133.5%6.9%
40Δ27.20110.2%5.8%25.78131.7%5.9%
45Δ26.87111.4%5.1%26.19132.6%5.2%
50Δ26.52108.9%4.2%26.58134.2%4.5%
55Δ26.19109.1%3.6%26.96129.1%3.7%
60Δ25.86109.3%3.0%27.48140.6%3.3%
65Δ25.52109.4%2.5%28.05148.8%2.9%
70Δ25.24103.9%2.0%
75Δ24.9399.6%1.4%29.80177.3%2.2%
80Δ24.50102.9%1.1%31.64215.1%1.9%

20Δ

Calls
Pseudo strike
29.14
IV
121.7%
B/E move
11.6%
Puts
Pseudo strike
23.92
IV
138.7%
B/E move
10.8%

25Δ

Calls
Pseudo strike
28.47
IV
115.0%
B/E move
9.4%
Puts
Pseudo strike
24.54
IV
129.8%
B/E move
8.8%

30Δ

Calls
Pseudo strike
28.08
IV
118.7%
B/E move
8.4%
Puts
Pseudo strike
24.94
IV
134.8%
B/E move
8.0%

35Δ

Calls
Pseudo strike
27.54
IV
108.1%
B/E move
6.6%
Puts
Pseudo strike
25.37
IV
133.5%
B/E move
6.9%

40Δ

Calls
Pseudo strike
27.20
IV
110.2%
B/E move
5.8%
Puts
Pseudo strike
25.78
IV
131.7%
B/E move
5.9%

45Δ

Calls
Pseudo strike
26.87
IV
111.4%
B/E move
5.1%
Puts
Pseudo strike
26.19
IV
132.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
26.52
IV
108.9%
B/E move
4.2%
Puts
Pseudo strike
26.58
IV
134.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
26.19
IV
109.1%
B/E move
3.6%
Puts
Pseudo strike
26.96
IV
129.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
25.86
IV
109.3%
B/E move
3.0%
Puts
Pseudo strike
27.48
IV
140.6%
B/E move
3.3%

65Δ

Calls
Pseudo strike
25.52
IV
109.4%
B/E move
2.5%
Puts
Pseudo strike
28.05
IV
148.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
25.24
IV
103.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
24.93
IV
99.6%
B/E move
1.4%
Puts
Pseudo strike
29.80
IV
177.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
24.50
IV
102.9%
B/E move
1.1%
Puts
Pseudo strike
31.64
IV
215.1%
B/E move
1.9%

Options history

IV · four-Friday blend120.76%
Daily close
WOLF84.7%139.2%193.8%2026-08-12: 142.02%2026-08-13: 139.00%2026-08-14: 141.20%2026-08-17: 152.01%2026-08-18: 155.70%2026-08-19: 186.25%2026-08-20: 122.60%2026-08-21: 102.78%2026-08-24: 110.73%2026-08-25: 107.84%2026-08-26: 109.42%2026-08-27: 104.17%2026-08-28: 94.41%2026-08-31: 96.32%2026-09-01: 99.49%2026-09-02: 94.89%2026-09-03: 101.14%2026-09-04: 92.18%2026-09-08: 106.04%2026-09-09: 100.60%2026-09-10: 109.04%2026-09-11: 92.91%2026-09-14: 103.01%2026-09-15: 101.05%2026-09-16: 103.29%2026-09-17: 104.61%2026-09-18: 93.23%2026-09-21: 100.24%2026-09-22: 99.09%2026-09-23: 101.06%2026-09-24: 101.86%2026-09-25: 94.21%2026-09-28: 98.84%2026-09-29: 99.51%2026-09-30: 97.75%2026-10-01: 107.88%2026-10-02: 97.91%2026-10-05: 102.03%2026-10-06: 94.91%2026-10-07: 96.58%2026-10-08: 104.42%2026-10-09: 92.88%2026-10-12: 100.04%2026-10-13: 98.99%2026-10-14: 103.33%2026-10-15: 104.16%2026-10-16: 100.36%2026-10-19: 104.34%2026-10-20: 107.26%2026-10-21: 107.08%2026-10-22: 111.84%2026-10-23: 108.26%2026-10-26: 118.54%2026-10-27: 119.44%2026-10-28: 121.05%2026-10-29: 120.20%2026-10-30: 120.76%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
142.02%
139.00%
141.20%
152.01%
155.70%
186.25%
122.60%
102.78%
110.73%
107.84%
109.42%
104.17%
94.41%
96.32%
99.49%
94.89%
101.14%
92.18%
106.04%
100.60%
109.04%
92.91%
103.01%
101.05%
103.29%
104.61%
93.23%
100.24%
99.09%
101.06%
101.86%
94.21%
98.84%
99.51%
97.75%
107.88%
97.91%
102.03%
94.91%
96.58%
104.42%
92.88%
100.04%
98.99%
103.33%
104.16%
100.36%
104.34%
107.26%
107.08%
111.84%
108.26%
118.54%
119.44%
121.05%
120.20%
120.76%