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Wheaton Precious Metals Corp WPM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-15T20:03:51.421Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.799660655Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:37.229528+00:00

Share price$133.16
1D+1.2%
AH$129.64$130.63$131.62$132.61$133.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWPM
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Wheaton Precious Metals Corp options

Live interpolated WPM call and put midpoint premiums by absolute delta.Wheaton Precious Metals Corp$0.27$1.59$2.90$4.22$5.54$127.71$130.67$133.62$136.58$139.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $133.16OPTION PRICELive WPM spot · $133.16WPM PRICE$0.41$0.52$0.63$0.87$1.11$1.35$1.59$1.88$2.22$2.43$2.59$2.94$4.08$0.43$0.53$0.60$0.71$0.94$1.16$1.54$2.05$2.36$2.56$2.98$4.00$5.16
PutsExpensive1.17×
CallsCheap0.74×
SkewNeutral-0.08 pp
Implied moveBalanced±$3.13
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.4353.4%2.8%130.0554.7%2.7%
25Δ135.6650.7%2.3%130.8550.5%2.1%
30Δ134.9647.5%1.8%131.5245.3%1.7%
35Δ134.5751.5%1.7%132.1042.0%1.3%
40Δ134.1955.5%1.6%132.4644.8%1.2%
45Δ133.7457.6%1.4%132.8247.6%1.1%
50Δ133.2457.9%1.2%133.2853.1%1.1%
55Δ132.7158.7%1.1%133.8261.2%1.0%
60Δ132.1860.0%0.9%134.3161.5%0.9%
65Δ131.7357.5%0.8%134.7857.8%0.7%
70Δ131.3353.3%0.6%135.4057.9%0.6%
75Δ130.7852.1%0.4%136.4967.5%0.5%
80Δ129.6164.1%0.4%137.7674.8%0.4%

20Δ

Calls
Pseudo strike
136.43
IV
53.4%
B/E move
2.8%
Puts
Pseudo strike
130.05
IV
54.7%
B/E move
2.7%

25Δ

Calls
Pseudo strike
135.66
IV
50.7%
B/E move
2.3%
Puts
Pseudo strike
130.85
IV
50.5%
B/E move
2.1%

30Δ

Calls
Pseudo strike
134.96
IV
47.5%
B/E move
1.8%
Puts
Pseudo strike
131.52
IV
45.3%
B/E move
1.7%

35Δ

Calls
Pseudo strike
134.57
IV
51.5%
B/E move
1.7%
Puts
Pseudo strike
132.10
IV
42.0%
B/E move
1.3%

40Δ

Calls
Pseudo strike
134.19
IV
55.5%
B/E move
1.6%
Puts
Pseudo strike
132.46
IV
44.8%
B/E move
1.2%

45Δ

Calls
Pseudo strike
133.74
IV
57.6%
B/E move
1.4%
Puts
Pseudo strike
132.82
IV
47.6%
B/E move
1.1%

50Δ

Calls
Pseudo strike
133.24
IV
57.9%
B/E move
1.2%
Puts
Pseudo strike
133.28
IV
53.1%
B/E move
1.1%

55Δ

Calls
Pseudo strike
132.71
IV
58.7%
B/E move
1.1%
Puts
Pseudo strike
133.82
IV
61.2%
B/E move
1.0%

60Δ

Calls
Pseudo strike
132.18
IV
60.0%
B/E move
0.9%
Puts
Pseudo strike
134.31
IV
61.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
131.73
IV
57.5%
B/E move
0.8%
Puts
Pseudo strike
134.78
IV
57.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
131.33
IV
53.3%
B/E move
0.6%
Puts
Pseudo strike
135.40
IV
57.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
130.78
IV
52.1%
B/E move
0.4%
Puts
Pseudo strike
136.49
IV
67.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
129.61
IV
64.1%
B/E move
0.4%
Puts
Pseudo strike
137.76
IV
74.8%
B/E move
0.4%