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Worthington Enterprises, Inc. WOR

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-11-12T00:50:38.204Z

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: 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 · 2026-11-12T00:00:00.000327096Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T00:47:01.650905+00:00

Share price$58.08
1D-0.8%
AH$57.69$58.45$59.21$59.96$60.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWOR
Sold putSold callAH

Worthington Enterprises, Inc. options

Live interpolated WOR call and put midpoint premiums by absolute delta.Worthington Enterprises, Inc.$0.28$1.47$2.66$3.85$5.04$52.01$55.81$59.62$63.42$67.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WOR spot · $58.08WOR PRICE$0.41$0.51$0.62$0.94$1.26$1.59$1.92$2.24$2.57$2.90$3.22$3.55$4.70$0.44$0.60$0.76$0.92$1.08$1.24$1.40$1.56$1.72$1.88$2.05$2.21
Puts——
CallsFair1.00×
Skew——
Implied moveBullish±$3.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.2742.3%7.9%55.1141.0%5.9%
25Δ61.1639.6%6.2%55.5539.9%5.4%
30Δ60.0536.9%4.5%55.9938.7%4.9%
35Δ59.5037.9%4.1%56.4337.5%4.4%
40Δ58.9739.2%3.7%56.8736.4%3.9%
45Δ58.4440.5%3.4%57.3135.2%3.5%
50Δ57.9241.7%3.0%57.7534.1%3.0%
55Δ57.3943.0%2.7%58.1932.9%2.5%
60Δ56.8644.3%2.3%58.6331.7%2.0%
65Δ56.3445.5%2.0%59.0730.6%1.5%
70Δ55.8146.8%1.6%59.5129.4%1.1%
75Δ55.2948.1%1.3%59.9528.2%0.6%
80Δ53.9955.6%1.0%

20Δ

Calls
Pseudo strike
62.27
IV
42.3%
B/E move
7.9%
Puts
Pseudo strike
55.11
IV
41.0%
B/E move
5.9%

25Δ

Calls
Pseudo strike
61.16
IV
39.6%
B/E move
6.2%
Puts
Pseudo strike
55.55
IV
39.9%
B/E move
5.4%

30Δ

Calls
Pseudo strike
60.05
IV
36.9%
B/E move
4.5%
Puts
Pseudo strike
55.99
IV
38.7%
B/E move
4.9%

35Δ

Calls
Pseudo strike
59.50
IV
37.9%
B/E move
4.1%
Puts
Pseudo strike
56.43
IV
37.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
58.97
IV
39.2%
B/E move
3.7%
Puts
Pseudo strike
56.87
IV
36.4%
B/E move
3.9%

45Δ

Calls
Pseudo strike
58.44
IV
40.5%
B/E move
3.4%
Puts
Pseudo strike
57.31
IV
35.2%
B/E move
3.5%

50Δ

Calls
Pseudo strike
57.92
IV
41.7%
B/E move
3.0%
Puts
Pseudo strike
57.75
IV
34.1%
B/E move
3.0%

55Δ

Calls
Pseudo strike
57.39
IV
43.0%
B/E move
2.7%
Puts
Pseudo strike
58.19
IV
32.9%
B/E move
2.5%

60Δ

Calls
Pseudo strike
56.86
IV
44.3%
B/E move
2.3%
Puts
Pseudo strike
58.63
IV
31.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
56.34
IV
45.5%
B/E move
2.0%
Puts
Pseudo strike
59.07
IV
30.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
55.81
IV
46.8%
B/E move
1.6%
Puts
Pseudo strike
59.51
IV
29.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
55.29
IV
48.1%
B/E move
1.3%
Puts
Pseudo strike
59.95
IV
28.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
53.99
IV
55.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.67%
Daily EOD
WOR33.5%34.9%36.4%2026-10-19: 33.66%2026-10-20: 34.08%2026-10-21: 34.07%2026-10-22: 35.51%2026-10-23: 35.08%2026-10-26: 34.70%2026-10-27: 36.21%2026-10-28: 36.05%2026-10-29: 35.15%2026-10-30: 35.67%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.66%
34.08%
34.07%
35.51%
35.08%
34.70%
36.21%
36.05%
35.15%
35.67%