IntraAlpha
Create free account Start free

Worthington Steel, Inc. WS

i

Market datapartial · fetched 2026-10-22T23:41:08.361Z

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 · 2026-10-22T23:00:00.002034706Z

FundamentalsAlpha Vantage · unavailable

Share price$40.47
1D+1.2%
AH$38.49$39.09$39.70$40.31$40.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWS
Sold putSold callAH

Worthington Steel, Inc. options

Live interpolated WS call and put midpoint premiums by absolute delta.Worthington Steel, Inc.$0.29$2.21$4.13$6.04$7.96$30.10$34.96$39.82$44.68$49.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WS spot · $40.47WS PRICE$0.50$0.73$0.97$1.21$1.45$1.69$1.93$2.17$2.55$3.05$3.55$4.06$4.56$0.80$1.08$1.36$1.64$1.93$2.28$2.75$3.23$3.70$4.17$4.65$5.12$7.41
PutsCheap0.70×
CallsCheap0.67×
SkewBearish+9.88 pp
Implied moveBearish±$4.68
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.1341.4%12.7%35.9953.0%13.0%
25Δ44.3541.3%11.4%36.8653.0%11.6%
30Δ43.6841.6%10.3%37.7253.0%10.1%
35Δ43.0042.0%9.2%38.5952.9%8.7%
40Δ42.3342.3%8.2%39.4652.9%7.2%
45Δ41.6542.6%7.1%40.2952.6%6.1%
50Δ40.9743.0%6.0%41.0751.9%5.3%
55Δ40.3043.3%4.9%41.8551.3%4.6%
60Δ39.6043.1%4.2%42.6250.6%3.8%
65Δ38.8842.5%3.6%43.4049.9%3.1%
70Δ38.1641.9%3.1%44.1849.3%2.3%
75Δ37.4441.3%2.5%44.9548.6%1.6%
80Δ36.7240.6%2.0%47.3856.4%1.2%

20Δ

Calls
Pseudo strike
45.13
IV
41.4%
B/E move
12.7%
Puts
Pseudo strike
35.99
IV
53.0%
B/E move
13.0%

25Δ

Calls
Pseudo strike
44.35
IV
41.3%
B/E move
11.4%
Puts
Pseudo strike
36.86
IV
53.0%
B/E move
11.6%

30Δ

Calls
Pseudo strike
43.68
IV
41.6%
B/E move
10.3%
Puts
Pseudo strike
37.72
IV
53.0%
B/E move
10.1%

35Δ

Calls
Pseudo strike
43.00
IV
42.0%
B/E move
9.2%
Puts
Pseudo strike
38.59
IV
52.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
42.33
IV
42.3%
B/E move
8.2%
Puts
Pseudo strike
39.46
IV
52.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
41.65
IV
42.6%
B/E move
7.1%
Puts
Pseudo strike
40.29
IV
52.6%
B/E move
6.1%

50Δ

Calls
Pseudo strike
40.97
IV
43.0%
B/E move
6.0%
Puts
Pseudo strike
41.07
IV
51.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
40.30
IV
43.3%
B/E move
4.9%
Puts
Pseudo strike
41.85
IV
51.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
39.60
IV
43.1%
B/E move
4.2%
Puts
Pseudo strike
42.62
IV
50.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
38.88
IV
42.5%
B/E move
3.6%
Puts
Pseudo strike
43.40
IV
49.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
38.16
IV
41.9%
B/E move
3.1%
Puts
Pseudo strike
44.18
IV
49.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
37.44
IV
41.3%
B/E move
2.5%
Puts
Pseudo strike
44.95
IV
48.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
36.72
IV
40.6%
B/E move
2.0%
Puts
Pseudo strike
47.38
IV
56.4%
B/E move
1.2%

Options history

No recorded observations