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WesBanco, Inc. Common Stock WSBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T00:54:27.530Z

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 · 2026-11-11T21:00:01.881792121Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:54:27.150724+00:00

Share price$38.79
1D-0.4%
AH$38.60$38.72$38.84$38.96$39.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSBC
Sold putSold callAH

WesBanco, Inc. Common Stock options

Live interpolated WSBC call and put midpoint premiums by absolute delta.WesBanco, Inc. Common Stock$0.80$2.46$4.12$5.77$7.43$32.90$35.09$37.27$39.46$41.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WSBC spot · $38.79WSBC PRICE$1.32$1.38$1.44$1.50$1.64$1.98$2.32$2.67$3.01$3.35$3.70$4.04$0.98$1.25$1.37$1.43$1.49$1.56$1.62$1.68$1.74$1.83$3.54$5.25$6.95
PutsExpensive3.41×
Calls——
Skew——
Implied moveBullish±$3.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.59117.1%15.9%
25Δ49.03174.6%29.8%34.71122.8%13.8%
30Δ46.63150.8%23.8%35.48116.7%12.1%
35Δ44.22126.9%17.7%36.13106.5%10.6%
40Δ41.81103.1%11.7%36.7796.3%9.0%
45Δ39.8484.9%6.9%37.4286.0%7.5%
50Δ39.2183.4%6.2%38.0775.8%6.0%
55Δ38.5781.9%5.4%38.7265.6%4.5%
60Δ37.9380.4%4.7%39.3755.4%3.0%
65Δ37.3078.9%3.9%40.0445.5%1.5%
70Δ36.6677.4%3.2%41.8256.0%1.3%
75Δ36.0375.9%2.4%43.6166.5%1.1%
80Δ35.3974.4%1.7%45.3977.0%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.59
IV
117.1%
B/E move
15.9%

25Δ

Calls
Pseudo strike
49.03
IV
174.6%
B/E move
29.8%
Puts
Pseudo strike
34.71
IV
122.8%
B/E move
13.8%

30Δ

Calls
Pseudo strike
46.63
IV
150.8%
B/E move
23.8%
Puts
Pseudo strike
35.48
IV
116.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
44.22
IV
126.9%
B/E move
17.7%
Puts
Pseudo strike
36.13
IV
106.5%
B/E move
10.6%

40Δ

Calls
Pseudo strike
41.81
IV
103.1%
B/E move
11.7%
Puts
Pseudo strike
36.77
IV
96.3%
B/E move
9.0%

45Δ

Calls
Pseudo strike
39.84
IV
84.9%
B/E move
6.9%
Puts
Pseudo strike
37.42
IV
86.0%
B/E move
7.5%

50Δ

Calls
Pseudo strike
39.21
IV
83.4%
B/E move
6.2%
Puts
Pseudo strike
38.07
IV
75.8%
B/E move
6.0%

55Δ

Calls
Pseudo strike
38.57
IV
81.9%
B/E move
5.4%
Puts
Pseudo strike
38.72
IV
65.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
37.93
IV
80.4%
B/E move
4.7%
Puts
Pseudo strike
39.37
IV
55.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
37.30
IV
78.9%
B/E move
3.9%
Puts
Pseudo strike
40.04
IV
45.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
36.66
IV
77.4%
B/E move
3.2%
Puts
Pseudo strike
41.82
IV
56.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
36.03
IV
75.9%
B/E move
2.4%
Puts
Pseudo strike
43.61
IV
66.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
35.39
IV
74.4%
B/E move
1.7%
Puts
Pseudo strike
45.39
IV
77.0%
B/E move
0.9%

Options history

IV · four-Friday blend37.30%
Daily EOD
WSBC32.9%35.2%37.6%2026-10-19: 33.61%2026-10-20: 33.73%2026-10-21: 37.12%2026-10-23: 34.73%2026-10-26: 33.18%2026-10-27: 37.01%2026-10-29: 34.61%2026-10-30: 37.30%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.61%
33.73%
37.12%
34.73%
33.18%
37.01%
34.61%
37.30%