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Wolfspeed, Inc. WOLF

TECHNOLOGY · SEMICONDUCTORS
i

Market dataready · fetched 2026-10-21T17:52:25.626Z

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

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 · 2026-10-21T17:52:24.664303551Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:25.006781+00:00

Share price$24.29
1D-1.0%
$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.$0.00$1.82$3.63$5.44$7.25$20.95$22.46$23.98$25.49$27.0120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WOLF spot · $24.29WOLF PRICE$0.20$0.27$0.34$0.40$0.49$0.58$0.68$0.80$0.94$1.10$1.26$1.44$0.23$0.31$0.39$0.48$0.57$0.66$0.75$1.10$1.90$1.93$3.18$4.13$6.73
PutsExpensive1.27×
CallsCheap0.87×
SkewBearish+49.17 pp
Implied moveBearish±$1.44
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.98102.8%7.8%22.76109.0%7.2%
25Δ25.66102.7%6.7%23.07110.1%6.3%
30Δ25.35101.5%5.8%23.36108.8%5.4%
35Δ25.0799.2%4.9%23.63107.3%4.7%
40Δ24.8298.5%4.2%23.89105.7%4.0%
45Δ24.5998.3%3.6%24.13103.1%3.4%
50Δ24.3699.0%3.1%24.3599.7%2.8%
55Δ24.13100.0%2.7%24.73118.3%2.7%
60Δ23.90101.2%2.3%25.37175.4%3.4%
65Δ23.66102.6%1.9%25.62156.1%2.5%
70Δ23.40103.2%1.5%26.80215.3%2.8%
75Δ23.14102.6%1.2%27.85231.5%2.3%
80Δ30.45311.6%2.3%

20Δ

Calls
Pseudo strike
25.98
IV
102.8%
B/E move
7.8%
Puts
Pseudo strike
22.76
IV
109.0%
B/E move
7.2%

25Δ

Calls
Pseudo strike
25.66
IV
102.7%
B/E move
6.7%
Puts
Pseudo strike
23.07
IV
110.1%
B/E move
6.3%

30Δ

Calls
Pseudo strike
25.35
IV
101.5%
B/E move
5.8%
Puts
Pseudo strike
23.36
IV
108.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
25.07
IV
99.2%
B/E move
4.9%
Puts
Pseudo strike
23.63
IV
107.3%
B/E move
4.7%

40Δ

Calls
Pseudo strike
24.82
IV
98.5%
B/E move
4.2%
Puts
Pseudo strike
23.89
IV
105.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
24.59
IV
98.3%
B/E move
3.6%
Puts
Pseudo strike
24.13
IV
103.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
24.36
IV
99.0%
B/E move
3.1%
Puts
Pseudo strike
24.35
IV
99.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
24.13
IV
100.0%
B/E move
2.7%
Puts
Pseudo strike
24.73
IV
118.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
23.90
IV
101.2%
B/E move
2.3%
Puts
Pseudo strike
25.37
IV
175.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
23.66
IV
102.6%
B/E move
1.9%
Puts
Pseudo strike
25.62
IV
156.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
23.40
IV
103.2%
B/E move
1.5%
Puts
Pseudo strike
26.80
IV
215.3%
B/E move
2.8%

75Δ

Calls
Pseudo strike
23.14
IV
102.6%
B/E move
1.2%
Puts
Pseudo strike
27.85
IV
231.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.45
IV
311.6%
B/E move
2.3%

Options history

WOLF103.82106.19108.562026-10-19: 104.15%2026-10-20: 108.24%Oct 19Oct 20
Table
DateIV
104.15%
108.24%