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Wheaton Precious Metals Corp WPM

BASIC MATERIALS · GOLD
i

Market dataready · fetched 2026-10-16T00:17:17.197Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001516449Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:15.329115+00:00

Share price$133.16
1D+1.6%
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$1.40$6.97$12.53$18.09$23.66$104.47$119.17$133.87$148.57$163.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WPM spot · $133.16WPM PRICE$2.00$2.64$3.35$4.12$4.91$5.83$6.77$8.02$9.26$10.72$12.20$13.74$15.29$2.27$3.03$3.84$4.85$5.87$6.98$8.09$9.78$11.50$13.74$15.85$17.78$22.05
PutsCheap0.83×
CallsCheap0.87×
SkewBearish+0.98 pp
Implied moveBearish±$14.86
TiltBearish11.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ152.5645.7%16.1%119.7745.3%11.8%
25Δ148.6745.1%13.6%122.6644.9%10.2%
30Δ145.4745.1%11.8%125.4444.5%8.7%
35Δ142.6244.8%10.2%127.8544.9%7.6%
40Δ139.8544.5%8.7%130.2545.2%6.6%
45Δ137.4144.3%7.6%132.6244.8%5.7%
50Δ134.9744.1%6.4%134.9844.3%4.7%
55Δ132.6144.6%5.6%137.5545.2%4.1%
60Δ130.2645.1%4.8%140.1446.1%3.4%
65Δ127.8145.2%4.0%143.1647.0%2.8%
70Δ125.3445.1%3.3%146.0747.1%2.2%
75Δ122.9144.0%2.6%148.8345.7%1.6%
80Δ120.4842.6%2.0%153.7148.2%1.1%

20Δ

Calls
Pseudo strike
152.56
IV
45.7%
B/E move
16.1%
Puts
Pseudo strike
119.77
IV
45.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
148.67
IV
45.1%
B/E move
13.6%
Puts
Pseudo strike
122.66
IV
44.9%
B/E move
10.2%

30Δ

Calls
Pseudo strike
145.47
IV
45.1%
B/E move
11.8%
Puts
Pseudo strike
125.44
IV
44.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
142.62
IV
44.8%
B/E move
10.2%
Puts
Pseudo strike
127.85
IV
44.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
139.85
IV
44.5%
B/E move
8.7%
Puts
Pseudo strike
130.25
IV
45.2%
B/E move
6.6%

45Δ

Calls
Pseudo strike
137.41
IV
44.3%
B/E move
7.6%
Puts
Pseudo strike
132.62
IV
44.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
134.97
IV
44.1%
B/E move
6.4%
Puts
Pseudo strike
134.98
IV
44.3%
B/E move
4.7%

55Δ

Calls
Pseudo strike
132.61
IV
44.6%
B/E move
5.6%
Puts
Pseudo strike
137.55
IV
45.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
130.26
IV
45.1%
B/E move
4.8%
Puts
Pseudo strike
140.14
IV
46.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
127.81
IV
45.2%
B/E move
4.0%
Puts
Pseudo strike
143.16
IV
47.0%
B/E move
2.8%

70Δ

Calls
Pseudo strike
125.34
IV
45.1%
B/E move
3.3%
Puts
Pseudo strike
146.07
IV
47.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
122.91
IV
44.0%
B/E move
2.6%
Puts
Pseudo strike
148.83
IV
45.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
120.48
IV
42.6%
B/E move
2.0%
Puts
Pseudo strike
153.71
IV
48.2%
B/E move
1.1%