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Westport Fuel Systems Inc Common Shares WPRT

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Market datapartial · fetched 2026-10-22T22:59:00.460Z

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 · 2026-10-22T22:23:45.987294708Z

FundamentalsAlpha Vantage · unavailable

Share price$2.27
1D+14.3%
AH$1.95$2.05$2.16$2.26$2.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWPRT
Sold putSold callAH

Westport Fuel Systems Inc Common Shares options

Live interpolated WPRT call and put midpoint premiums by absolute delta.Westport Fuel Systems Inc Common Shares$0.31$0.95$1.59$2.22$2.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWPRT PRICE$0.38$1.23$1.96$2.68
PutsExpensive3.38×
CallsExpensive5.35×
SkewBullish-178.09 pp
Implied move——
TiltBearish88.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.39424.2%242.0%
40Δ
45Δ
50Δ
55Δ3.21198.6%12.7%
60Δ3.95246.1%12.4%
65Δ4.68293.6%12.0%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.39
IV
424.2%
B/E move
242.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
198.6%
B/E move
12.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.95
IV
246.1%
B/E move
12.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.68
IV
293.6%
B/E move
12.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations