IntraAlpha
Create free account Start free

Worthington Enterprises, Inc. WOR

i

Market datapartial · fetched 2026-10-22T20:47:16.425Z

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 · 2026-10-22T20:10:00.004293316Z

FundamentalsAlpha Vantage · unavailable

Share price$64.44
1D-0.7%
AH$63.78$64.13$64.48$64.82$65.175:30 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.$0.46$1.96$3.47$4.98$6.48$56.13$60.38$64.62$68.87$73.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WOR spot · $64.44WOR PRICE$0.62$0.92$1.21$1.51$1.80$2.10$2.40$2.93$3.47$4.00$4.53$5.06$6.05$0.77$1.08$1.44$1.80$2.16$2.51$2.87$3.36$3.85$4.34$4.82$5.31$5.80
PutsFair0.95×
CallsCheap0.88×
SkewBearish+0.91 pp
Implied moveBearish±$5.28
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.7430.2%9.2%59.4636.6%8.9%
25Δ68.9431.0%8.4%60.6735.3%7.5%
30Δ68.1531.9%7.6%61.5435.7%6.7%
35Δ67.3532.7%6.9%62.4036.0%6.0%
40Δ66.5533.5%6.1%63.2736.4%5.2%
45Δ65.7634.3%5.3%64.1336.7%4.4%
50Δ64.9635.1%4.5%64.9937.1%3.6%
55Δ64.0935.2%4.0%65.8036.0%3.1%
60Δ63.2235.3%3.5%66.6135.0%2.6%
65Δ62.3635.3%3.0%67.4134.0%2.1%
70Δ61.4935.4%2.5%68.2232.9%1.6%
75Δ60.6335.5%1.9%69.0331.9%1.1%
80Δ59.3637.3%1.5%69.8330.8%0.6%

20Δ

Calls
Pseudo strike
69.74
IV
30.2%
B/E move
9.2%
Puts
Pseudo strike
59.46
IV
36.6%
B/E move
8.9%

25Δ

Calls
Pseudo strike
68.94
IV
31.0%
B/E move
8.4%
Puts
Pseudo strike
60.67
IV
35.3%
B/E move
7.5%

30Δ

Calls
Pseudo strike
68.15
IV
31.9%
B/E move
7.6%
Puts
Pseudo strike
61.54
IV
35.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
67.35
IV
32.7%
B/E move
6.9%
Puts
Pseudo strike
62.40
IV
36.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
66.55
IV
33.5%
B/E move
6.1%
Puts
Pseudo strike
63.27
IV
36.4%
B/E move
5.2%

45Δ

Calls
Pseudo strike
65.76
IV
34.3%
B/E move
5.3%
Puts
Pseudo strike
64.13
IV
36.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
64.96
IV
35.1%
B/E move
4.5%
Puts
Pseudo strike
64.99
IV
37.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
64.09
IV
35.2%
B/E move
4.0%
Puts
Pseudo strike
65.80
IV
36.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
63.22
IV
35.3%
B/E move
3.5%
Puts
Pseudo strike
66.61
IV
35.0%
B/E move
2.6%

65Δ

Calls
Pseudo strike
62.36
IV
35.3%
B/E move
3.0%
Puts
Pseudo strike
67.41
IV
34.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
61.49
IV
35.4%
B/E move
2.5%
Puts
Pseudo strike
68.22
IV
32.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
60.63
IV
35.5%
B/E move
1.9%
Puts
Pseudo strike
69.03
IV
31.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
59.36
IV
37.3%
B/E move
1.5%
Puts
Pseudo strike
69.83
IV
30.8%
B/E move
0.6%

Options history

No recorded observations