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Warby Parker Inc WRBY

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-15T20:03:33.990Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:02.991914226Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:38.511388+00:00

Share price$24.59
1D-2.8%
AH$24.40$24.65$24.89$25.13$25.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWRBY
Sold putSold callAH

Warby Parker Inc options

Live interpolated WRBY call and put midpoint premiums by absolute delta.Warby Parker Inc$0.09$0.56$1.02$1.49$1.95$23.22$24.04$24.87$25.70$26.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.59OPTION PRICELive WRBY spot · $24.59WRBY PRICE$0.21$0.18$0.24$0.29$0.36$0.44$0.53$0.65$0.84$1.05$1.58$1.70$1.82$0.14$0.19$0.23$0.28$0.34$0.39$0.44$0.49$0.54$0.58$0.65$0.74$0.82
PutsFair0.99×
CallsExpensive2.07×
SkewBullish-45.50 pp
Implied moveBullish±$0.97
TiltBullish25.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.55159.2%8.8%23.5996.4%4.7%
25Δ25.4896.5%4.4%23.8093.7%4.0%
30Δ25.3096.7%3.8%24.0191.1%3.3%
35Δ25.1296.9%3.3%24.1789.8%2.9%
40Δ24.9498.3%2.9%24.3288.4%2.5%
45Δ24.78101.7%2.6%24.4887.0%2.1%
50Δ24.62105.2%2.3%24.6083.3%1.7%
55Δ24.44110.9%2.0%24.7279.2%1.5%
60Δ24.22123.6%1.9%24.8475.1%1.2%
65Δ23.98138.1%1.8%24.9671.0%0.9%
70Δ23.49184.4%2.0%25.0867.8%0.7%
75Δ23.25171.6%1.5%25.1965.1%0.5%
80Δ23.01158.7%1.0%25.3162.3%0.4%

20Δ

Calls
Pseudo strike
26.55
IV
159.2%
B/E move
8.8%
Puts
Pseudo strike
23.59
IV
96.4%
B/E move
4.7%

25Δ

Calls
Pseudo strike
25.48
IV
96.5%
B/E move
4.4%
Puts
Pseudo strike
23.80
IV
93.7%
B/E move
4.0%

30Δ

Calls
Pseudo strike
25.30
IV
96.7%
B/E move
3.8%
Puts
Pseudo strike
24.01
IV
91.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
25.12
IV
96.9%
B/E move
3.3%
Puts
Pseudo strike
24.17
IV
89.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
24.94
IV
98.3%
B/E move
2.9%
Puts
Pseudo strike
24.32
IV
88.4%
B/E move
2.5%

45Δ

Calls
Pseudo strike
24.78
IV
101.7%
B/E move
2.6%
Puts
Pseudo strike
24.48
IV
87.0%
B/E move
2.1%

50Δ

Calls
Pseudo strike
24.62
IV
105.2%
B/E move
2.3%
Puts
Pseudo strike
24.60
IV
83.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
24.44
IV
110.9%
B/E move
2.0%
Puts
Pseudo strike
24.72
IV
79.2%
B/E move
1.5%

60Δ

Calls
Pseudo strike
24.22
IV
123.6%
B/E move
1.9%
Puts
Pseudo strike
24.84
IV
75.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
23.98
IV
138.1%
B/E move
1.8%
Puts
Pseudo strike
24.96
IV
71.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
23.49
IV
184.4%
B/E move
2.0%
Puts
Pseudo strike
25.08
IV
67.8%
B/E move
0.7%

75Δ

Calls
Pseudo strike
23.25
IV
171.6%
B/E move
1.5%
Puts
Pseudo strike
25.19
IV
65.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
23.01
IV
158.7%
B/E move
1.0%
Puts
Pseudo strike
25.31
IV
62.3%
B/E move
0.4%