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Westport Fuel Systems Inc WPRT

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T23:55:46.011Z

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 · 2026-10-22T23:29:23.221476238Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:55:44.732772+00:00

Share price$2.33
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 options

Live interpolated WPRT call and put midpoint premiums by absolute delta.Westport Fuel Systems Inc$0.26$1.29$2.31$3.33$4.35$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEWPRT PRICE$0.38$1.00$1.73$2.45$4.06
PutsExpensive3.77×
CallsExpensive5.06×
SkewBullish-132.43 pp
Implied move——
TiltBearish92.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ7.11407.1%221.4%
40Δ
45Δ
50Δ2.98195.5%15.0%
55Δ3.71244.6%14.7%
60Δ4.45293.8%14.4%
65Δ6.06364.7%14.1%
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
7.11
IV
407.1%
B/E move
221.4%
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
2.98
IV
195.5%
B/E move
15.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.71
IV
244.6%
B/E move
14.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
293.8%
B/E move
14.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.06
IV
364.7%
B/E move
14.1%

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