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WesBanco, Inc. Common Stock WSBC

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Market datapartial · fetched 2026-10-22T23:45:58.829Z

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 · 2026-10-22T20:00:03.273729467Z

FundamentalsAlpha Vantage · unavailable

Share price$39.13
1D+2.6%
AH$38.07$38.36$38.64$38.93$39.225:30 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$0.38$3.18$5.98$8.77$11.57$30.04$33.63$37.21$40.79$44.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSBC spot · $39.13WSBC PRICE$1.33$1.14$0.68$0.72$1.09$1.47$1.84$2.21$2.58$2.95$3.33$3.70$1.61$1.56$1.65$1.79$1.92$2.06$2.20$2.68$4.30$5.92$7.53$9.15$10.77
PutsExpensive2.77×
CallsExpensive1.23×
SkewBearish+34.94 pp
Implied moveBearish±$3.66
TiltBearish39.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.35143.0%29.1%
25Δ48.4091.7%27.1%33.8092.1%17.6%
30Δ46.0871.7%20.7%35.6673.6%13.1%
35Δ41.7533.7%8.4%36.5767.2%11.1%
40Δ39.7219.2%3.3%37.4960.7%9.1%
45Δ39.2420.6%3.1%38.4054.3%7.1%
50Δ38.7722.0%2.8%39.3147.8%5.2%
55Δ38.3023.4%2.6%40.4244.5%3.6%
60Δ37.8224.9%2.3%42.1751.5%3.2%
65Δ37.3526.3%2.0%43.9358.4%2.9%
70Δ36.8727.7%1.8%45.6965.4%2.5%
75Δ36.4029.1%1.5%47.4572.3%2.1%
80Δ35.9330.5%1.3%49.2079.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.35
IV
143.0%
B/E move
29.1%

25Δ

Calls
Pseudo strike
48.40
IV
91.7%
B/E move
27.1%
Puts
Pseudo strike
33.80
IV
92.1%
B/E move
17.6%

30Δ

Calls
Pseudo strike
46.08
IV
71.7%
B/E move
20.7%
Puts
Pseudo strike
35.66
IV
73.6%
B/E move
13.1%

35Δ

Calls
Pseudo strike
41.75
IV
33.7%
B/E move
8.4%
Puts
Pseudo strike
36.57
IV
67.2%
B/E move
11.1%

40Δ

Calls
Pseudo strike
39.72
IV
19.2%
B/E move
3.3%
Puts
Pseudo strike
37.49
IV
60.7%
B/E move
9.1%

45Δ

Calls
Pseudo strike
39.24
IV
20.6%
B/E move
3.1%
Puts
Pseudo strike
38.40
IV
54.3%
B/E move
7.1%

50Δ

Calls
Pseudo strike
38.77
IV
22.0%
B/E move
2.8%
Puts
Pseudo strike
39.31
IV
47.8%
B/E move
5.2%

55Δ

Calls
Pseudo strike
38.30
IV
23.4%
B/E move
2.6%
Puts
Pseudo strike
40.42
IV
44.5%
B/E move
3.6%

60Δ

Calls
Pseudo strike
37.82
IV
24.9%
B/E move
2.3%
Puts
Pseudo strike
42.17
IV
51.5%
B/E move
3.2%

65Δ

Calls
Pseudo strike
37.35
IV
26.3%
B/E move
2.0%
Puts
Pseudo strike
43.93
IV
58.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
36.87
IV
27.7%
B/E move
1.8%
Puts
Pseudo strike
45.69
IV
65.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
36.40
IV
29.1%
B/E move
1.5%
Puts
Pseudo strike
47.45
IV
72.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
35.93
IV
30.5%
B/E move
1.3%
Puts
Pseudo strike
49.20
IV
79.3%
B/E move
1.8%

Options history

No recorded observations