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Warby Parker Inc WRBY

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-16T00:17:33.058Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.00178107Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:31.083695+00:00

Share price$24.59
1D-2.6%
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$0.48$2.37$4.26$6.15$8.04$16.35$20.61$24.88$29.14$33.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WRBY spot · $24.59WRBY PRICE$0.69$0.91$1.15$1.42$1.69$2.03$2.38$2.76$3.27$3.78$4.40$5.12$5.93$0.91$1.24$1.57$1.92$2.27$2.63$3.12$3.68$4.24$4.95$5.69$6.51$7.49
PutsExpensive1.17×
CallsExpensive1.17×
SkewBullish-7.45 pp
Implied moveBearish±$5.50
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.6490.3%35.5%20.1991.2%21.6%
25Δ31.1790.0%30.5%21.1690.8%19.0%
30Δ29.7989.7%25.8%22.1290.4%16.4%
35Δ28.6889.4%22.4%23.0288.9%14.2%
40Δ27.5689.1%18.9%23.8786.7%12.2%
45Δ26.6389.6%16.6%24.7284.5%10.2%
50Δ25.7290.3%14.3%25.5883.8%8.7%
55Δ24.8091.2%12.1%26.4683.9%7.4%
60Δ23.8993.3%10.5%27.3383.9%6.1%
65Δ22.9895.4%8.8%28.3183.4%5.0%
70Δ21.9997.6%7.3%29.3182.7%3.9%
75Δ20.92100.0%5.9%30.3881.7%2.9%
80Δ19.78103.0%4.6%31.5880.1%2.1%

20Δ

Calls
Pseudo strike
32.64
IV
90.3%
B/E move
35.5%
Puts
Pseudo strike
20.19
IV
91.2%
B/E move
21.6%

25Δ

Calls
Pseudo strike
31.17
IV
90.0%
B/E move
30.5%
Puts
Pseudo strike
21.16
IV
90.8%
B/E move
19.0%

30Δ

Calls
Pseudo strike
29.79
IV
89.7%
B/E move
25.8%
Puts
Pseudo strike
22.12
IV
90.4%
B/E move
16.4%

35Δ

Calls
Pseudo strike
28.68
IV
89.4%
B/E move
22.4%
Puts
Pseudo strike
23.02
IV
88.9%
B/E move
14.2%

40Δ

Calls
Pseudo strike
27.56
IV
89.1%
B/E move
18.9%
Puts
Pseudo strike
23.87
IV
86.7%
B/E move
12.2%

45Δ

Calls
Pseudo strike
26.63
IV
89.6%
B/E move
16.6%
Puts
Pseudo strike
24.72
IV
84.5%
B/E move
10.2%

50Δ

Calls
Pseudo strike
25.72
IV
90.3%
B/E move
14.3%
Puts
Pseudo strike
25.58
IV
83.8%
B/E move
8.7%

55Δ

Calls
Pseudo strike
24.80
IV
91.2%
B/E move
12.1%
Puts
Pseudo strike
26.46
IV
83.9%
B/E move
7.4%

60Δ

Calls
Pseudo strike
23.89
IV
93.3%
B/E move
10.5%
Puts
Pseudo strike
27.33
IV
83.9%
B/E move
6.1%

65Δ

Calls
Pseudo strike
22.98
IV
95.4%
B/E move
8.8%
Puts
Pseudo strike
28.31
IV
83.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
21.99
IV
97.6%
B/E move
7.3%
Puts
Pseudo strike
29.31
IV
82.7%
B/E move
3.9%

75Δ

Calls
Pseudo strike
20.92
IV
100.0%
B/E move
5.9%
Puts
Pseudo strike
30.38
IV
81.7%
B/E move
2.9%

80Δ

Calls
Pseudo strike
19.78
IV
103.0%
B/E move
4.6%
Puts
Pseudo strike
31.58
IV
80.1%
B/E move
2.1%