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Wheaton Precious Metals Corp WPM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-15T20:35:19.769Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:16:48.764140128Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:18.010496+00:00

Share price$133.82
1D+1.7%
AH$130$131$132$133$1345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWPM
Sold putSold callAH

Wheaton Precious Metals Corp options

Live interpolated WPM call and put midpoint premiums by absolute delta.Wheaton Precious Metals Corp$0.07$2.80$5.54$8.27$11.00$127.10$130.41$133.71$137.02$140.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $133.82OPTION PRICELive WPM spot · $133.82WPM PRICE$0.37$0.47$0.54$0.65$0.87$1.08$1.28$1.47$1.66$1.90$2.15$2.40$2.66$0.47$0.58$0.69$0.94$1.20$1.65$2.18$2.47$2.87$3.72$5.05$8.11$10.21
PutsExpensive1.64×
CallsCheap0.58×
SkewBearish+34.87 pp
Implied moveBearish±$3.46
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.7247.3%2.4%130.3959.8%2.9%
25Δ136.0445.4%2.0%131.2954.9%2.3%
30Δ135.4441.6%1.6%132.0650.2%1.8%
35Δ134.9239.3%1.3%132.4754.3%1.7%
40Δ134.5842.1%1.2%132.8858.4%1.6%
45Δ134.2444.8%1.1%133.3966.3%1.6%
50Δ133.8846.5%1.0%133.9575.7%1.5%
55Δ133.4845.6%0.8%134.5773.8%1.3%
60Δ133.0844.7%0.7%135.2773.7%1.1%
65Δ132.6844.0%0.6%136.2282.5%1.0%
70Δ132.2843.3%0.5%137.6396.8%0.9%
75Δ131.8742.7%0.3%140.60132.9%1.0%
80Δ131.4742.1%0.2%142.96143.4%0.8%

20Δ

Calls
Pseudo strike
136.72
IV
47.3%
B/E move
2.4%
Puts
Pseudo strike
130.39
IV
59.8%
B/E move
2.9%

25Δ

Calls
Pseudo strike
136.04
IV
45.4%
B/E move
2.0%
Puts
Pseudo strike
131.29
IV
54.9%
B/E move
2.3%

30Δ

Calls
Pseudo strike
135.44
IV
41.6%
B/E move
1.6%
Puts
Pseudo strike
132.06
IV
50.2%
B/E move
1.8%

35Δ

Calls
Pseudo strike
134.92
IV
39.3%
B/E move
1.3%
Puts
Pseudo strike
132.47
IV
54.3%
B/E move
1.7%

40Δ

Calls
Pseudo strike
134.58
IV
42.1%
B/E move
1.2%
Puts
Pseudo strike
132.88
IV
58.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
134.24
IV
44.8%
B/E move
1.1%
Puts
Pseudo strike
133.39
IV
66.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
133.88
IV
46.5%
B/E move
1.0%
Puts
Pseudo strike
133.95
IV
75.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
133.48
IV
45.6%
B/E move
0.8%
Puts
Pseudo strike
134.57
IV
73.8%
B/E move
1.3%

60Δ

Calls
Pseudo strike
133.08
IV
44.7%
B/E move
0.7%
Puts
Pseudo strike
135.27
IV
73.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
132.68
IV
44.0%
B/E move
0.6%
Puts
Pseudo strike
136.22
IV
82.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
132.28
IV
43.3%
B/E move
0.5%
Puts
Pseudo strike
137.63
IV
96.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
131.87
IV
42.7%
B/E move
0.3%
Puts
Pseudo strike
140.60
IV
132.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
131.47
IV
42.1%
B/E move
0.2%
Puts
Pseudo strike
142.96
IV
143.4%
B/E move
0.8%