Share price$19.99
1D+2.5%
Sold putSold call
Waterstone Financial, Inc. Common Stock (MD) WSBF
i
Market datapartial · fetched 2026-10-23T15:07:27.328Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T14:45:15.977930723Z
FundamentalsAlpha Vantage · unavailable
Waterstone Financial, Inc. Common Stock (MD) options
PutsExpensive1.64×
CallsExpensive1.08×
SkewBearish+12.62 pp
Implied move——
TiltBullish4.9% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.95 | 30.7% | 43.1% | |||
| 25Δ | 27.13 | 30.1% | 40.0% | |||
| 30Δ | 26.30 | 29.6% | 36.9% | |||
| 35Δ | 25.48 | 29.0% | 33.8% | |||
| 40Δ | 24.66 | 28.4% | 30.7% | |||
| 45Δ | 23.84 | 27.8% | 27.6% | |||
| 50Δ | 23.01 | 27.3% | 24.5% | |||
| 55Δ | 22.19 | 26.7% | 21.4% | |||
| 60Δ | 21.37 | 26.1% | 18.3% | 22.60 | 33.8% | 3.6% |
| 65Δ | 20.54 | 25.6% | 15.3% | 23.75 | 36.0% | 2.7% |
| 70Δ | 19.72 | 25.0% | 12.2% | 24.90 | 38.3% | 1.8% |
| 75Δ | 18.90 | 24.4% | 9.1% | 29.00 | 51.5% | 1.3% |
| 80Δ | 18.08 | 23.8% | 6.0% | |||
20Δ
- Pseudo strike
- 27.95
- IV
- 30.7%
- B/E move
- 43.1%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 27.13
- IV
- 30.1%
- B/E move
- 40.0%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 26.30
- IV
- 29.6%
- B/E move
- 36.9%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 25.48
- IV
- 29.0%
- B/E move
- 33.8%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 24.66
- IV
- 28.4%
- B/E move
- 30.7%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 23.84
- IV
- 27.8%
- B/E move
- 27.6%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 23.01
- IV
- 27.3%
- B/E move
- 24.5%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 22.19
- IV
- 26.7%
- B/E move
- 21.4%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 21.37
- IV
- 26.1%
- B/E move
- 18.3%
- Pseudo strike
- 22.60
- IV
- 33.8%
- B/E move
- 3.6%
65Δ
- Pseudo strike
- 20.54
- IV
- 25.6%
- B/E move
- 15.3%
- Pseudo strike
- 23.75
- IV
- 36.0%
- B/E move
- 2.7%
70Δ
- Pseudo strike
- 19.72
- IV
- 25.0%
- B/E move
- 12.2%
- Pseudo strike
- 24.90
- IV
- 38.3%
- B/E move
- 1.8%
75Δ
- Pseudo strike
- 18.90
- IV
- 24.4%
- B/E move
- 9.1%
- Pseudo strike
- 29.00
- IV
- 51.5%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 18.08
- IV
- 23.8%
- B/E move
- 6.0%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations