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Worthington Industries Inc WOR

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-22T19:59:48.799Z

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 · 2026-10-22T19:59:47.223613962Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-22T19:50:00.992614+00:00

Share price$64.42
1D-0.7%
$63.78$64.13$64.48$64.82$65.175:30 AM6:30 AM9:00 AM1:00 PMWOR
Sold putSold call

Worthington Industries Inc options

Live interpolated WOR call and put midpoint premiums by absolute delta.Worthington Industries Inc$0.46$1.99$3.53$5.06$6.60$56.06$60.34$64.61$68.89$73.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WOR spot · $64.42WOR PRICE$0.62$0.92$1.21$1.51$1.81$2.10$2.41$2.95$3.48$4.02$4.55$5.09$6.16$0.77$1.08$1.43$1.79$2.15$2.51$2.86$3.34$3.83$4.31$4.79$5.28$5.76
PutsCheap0.94×
CallsCheap0.88×
SkewBearish+0.57 pp
Implied moveBearish±$5.28
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7430.3%9.2%59.4436.6%8.9%
25Δ68.9431.1%8.4%60.6635.3%7.5%
30Δ68.1432.0%7.7%61.5335.6%6.7%
35Δ67.3432.8%6.9%62.3935.9%5.9%
40Δ66.5433.6%6.1%63.2536.3%5.2%
45Δ65.7434.5%5.3%64.1136.6%4.4%
50Δ64.9435.2%4.5%64.9736.9%3.6%
55Δ64.0735.3%4.0%65.7735.9%3.1%
60Δ63.2035.4%3.5%66.5734.8%2.6%
65Δ62.3335.5%3.0%67.3733.8%2.1%
70Δ61.4635.7%2.5%68.1732.7%1.6%
75Δ60.5935.8%2.0%68.9731.7%1.1%
80Δ59.2437.9%1.5%69.7730.6%0.6%

20Δ

Calls
Pseudo strike
69.74
IV
30.3%
B/E move
9.2%
Puts
Pseudo strike
59.44
IV
36.6%
B/E move
8.9%

25Δ

Calls
Pseudo strike
68.94
IV
31.1%
B/E move
8.4%
Puts
Pseudo strike
60.66
IV
35.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
68.14
IV
32.0%
B/E move
7.7%
Puts
Pseudo strike
61.53
IV
35.6%
B/E move
6.7%

35Δ

Calls
Pseudo strike
67.34
IV
32.8%
B/E move
6.9%
Puts
Pseudo strike
62.39
IV
35.9%
B/E move
5.9%

40Δ

Calls
Pseudo strike
66.54
IV
33.6%
B/E move
6.1%
Puts
Pseudo strike
63.25
IV
36.3%
B/E move
5.2%

45Δ

Calls
Pseudo strike
65.74
IV
34.5%
B/E move
5.3%
Puts
Pseudo strike
64.11
IV
36.6%
B/E move
4.4%

50Δ

Calls
Pseudo strike
64.94
IV
35.2%
B/E move
4.5%
Puts
Pseudo strike
64.97
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
64.07
IV
35.3%
B/E move
4.0%
Puts
Pseudo strike
65.77
IV
35.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
63.20
IV
35.4%
B/E move
3.5%
Puts
Pseudo strike
66.57
IV
34.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
62.33
IV
35.5%
B/E move
3.0%
Puts
Pseudo strike
67.37
IV
33.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
61.46
IV
35.7%
B/E move
2.5%
Puts
Pseudo strike
68.17
IV
32.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.59
IV
35.8%
B/E move
2.0%
Puts
Pseudo strike
68.97
IV
31.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
59.24
IV
37.9%
B/E move
1.5%
Puts
Pseudo strike
69.77
IV
30.6%
B/E move
0.6%

Options history

No recorded observations