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Warby Parker Inc WRBY

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T22:47:29.766Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.001921532Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:47:29.341573+00:00

Share price$23.34
1D-6.6%
AH$23.19$23.69$24.19$24.69$25.195:30 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$0.19$0.93$1.67$2.41$3.15$20.52$22.21$23.91$25.61$27.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WRBY spot · $23.34WRBY PRICE$0.27$0.36$0.45$0.55$0.65$0.77$0.91$1.12$1.46$1.95$2.44$2.94$2.81$0.28$0.35$0.46$0.57$0.69$0.81$0.93$1.08$1.23$1.45$1.64$1.78$2.01
PutsFair1.00×
CallsExpensive1.55×
SkewBullish-20.29 pp
Implied moveBalanced±$1.84
TiltBullish11.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.6675.9%11.1%21.5173.1%9.0%
25Δ25.2878.1%9.9%22.0069.1%7.2%
30Δ24.8476.6%8.3%22.3069.3%6.4%
35Δ24.4877.2%7.3%22.6069.5%5.6%
40Δ24.1174.5%6.1%22.8969.7%4.8%
45Δ23.7974.2%5.2%23.1869.1%4.1%
50Δ23.4875.2%4.5%23.4668.0%3.5%
55Δ23.1779.0%4.0%23.7367.1%2.9%
60Δ22.7486.9%3.7%24.0166.3%2.4%
65Δ22.1899.6%3.4%24.3267.0%2.0%
70Δ21.63112.2%3.1%24.6065.9%1.6%
75Δ21.07124.8%2.9%24.8562.3%1.2%
80Δ20.95106.1%1.8%25.1660.3%0.8%

20Δ

Calls
Pseudo strike
25.66
IV
75.9%
B/E move
11.1%
Puts
Pseudo strike
21.51
IV
73.1%
B/E move
9.0%

25Δ

Calls
Pseudo strike
25.28
IV
78.1%
B/E move
9.9%
Puts
Pseudo strike
22.00
IV
69.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
24.84
IV
76.6%
B/E move
8.3%
Puts
Pseudo strike
22.30
IV
69.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
24.48
IV
77.2%
B/E move
7.3%
Puts
Pseudo strike
22.60
IV
69.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
24.11
IV
74.5%
B/E move
6.1%
Puts
Pseudo strike
22.89
IV
69.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.79
IV
74.2%
B/E move
5.2%
Puts
Pseudo strike
23.18
IV
69.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
23.48
IV
75.2%
B/E move
4.5%
Puts
Pseudo strike
23.46
IV
68.0%
B/E move
3.5%

55Δ

Calls
Pseudo strike
23.17
IV
79.0%
B/E move
4.0%
Puts
Pseudo strike
23.73
IV
67.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
22.74
IV
86.9%
B/E move
3.7%
Puts
Pseudo strike
24.01
IV
66.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
22.18
IV
99.6%
B/E move
3.4%
Puts
Pseudo strike
24.32
IV
67.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
21.63
IV
112.2%
B/E move
3.1%
Puts
Pseudo strike
24.60
IV
65.9%
B/E move
1.6%

75Δ

Calls
Pseudo strike
21.07
IV
124.8%
B/E move
2.9%
Puts
Pseudo strike
24.85
IV
62.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
20.95
IV
106.1%
B/E move
1.8%
Puts
Pseudo strike
25.16
IV
60.3%
B/E move
0.8%