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Worthington Steel, Inc. WS

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-11-12T00:46:28.049Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002001474Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T00:46:27.707792+00:00

Share price$39.46
1D-1.3%
AH$38.23$38.70$39.17$39.63$40.105:30 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.$0.32$1.59$2.86$4.13$5.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWS PRICE$0.46$0.58$0.70$0.82$0.94$1.06$0.55$0.72$0.90$1.07$1.25$1.42$1.60$1.90$2.53$3.15$3.78$4.41$5.03
PutsCheap0.78×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.1171.0%12.9%35.9368.1%10.3%
25Δ43.3167.4%11.2%36.5466.7%9.2%
30Δ42.5063.8%9.5%37.1465.3%8.1%
35Δ41.7060.2%7.8%37.7563.9%7.1%
40Δ40.9056.7%6.0%38.3562.5%6.0%
45Δ40.0953.1%4.3%38.9661.1%4.9%
50Δ39.5659.7%3.8%
55Δ40.2159.3%2.9%
60Δ40.9861.5%2.5%
65Δ41.7563.6%2.2%
70Δ42.5265.8%1.8%
75Δ43.2967.9%1.5%
80Δ44.0670.1%1.1%

20Δ

Calls
Pseudo strike
44.11
IV
71.0%
B/E move
12.9%
Puts
Pseudo strike
35.93
IV
68.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
43.31
IV
67.4%
B/E move
11.2%
Puts
Pseudo strike
36.54
IV
66.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
42.50
IV
63.8%
B/E move
9.5%
Puts
Pseudo strike
37.14
IV
65.3%
B/E move
8.1%

35Δ

Calls
Pseudo strike
41.70
IV
60.2%
B/E move
7.8%
Puts
Pseudo strike
37.75
IV
63.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
40.90
IV
56.7%
B/E move
6.0%
Puts
Pseudo strike
38.35
IV
62.5%
B/E move
6.0%

45Δ

Calls
Pseudo strike
40.09
IV
53.1%
B/E move
4.3%
Puts
Pseudo strike
38.96
IV
61.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.56
IV
59.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.21
IV
59.3%
B/E move
2.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.98
IV
61.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.75
IV
63.6%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.52
IV
65.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.29
IV
67.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.06
IV
70.1%
B/E move
1.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations