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Waterstone Financial, Inc. Common Stock (MD) WSBF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-13T01:27:49.280Z

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 · 2026-11-12T21:00:01.150066347Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T01:27:48.940553+00:00

Share price$20.14
1D+0.3%
AH$19.84$19.95$20.07$20.19$20.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSBF
Sold putSold callAH

Waterstone Financial, Inc. Common Stock (MD) options

Live interpolated WSBF call and put midpoint premiums by absolute delta.Waterstone Financial, Inc. Common Stock (MD)$2.38$3.02$3.67$4.31$4.95$18.59$19.33$20.07$20.81$21.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WSBF spot · $20.14WSBF PRICE$2.45$2.45$2.46$2.47$2.77$3.27$3.77$4.27$4.77$2.45$2.45$2.45$2.45$2.45$2.47$2.50$2.54$2.58$2.61$2.65$2.69
Puts——
Calls——
Skew——
Implied moveBalanced±$4.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.07518.0%42.3%
25Δ16.00408.1%32.7%
30Δ17.56331.0%25.0%
35Δ18.52286.1%20.2%
40Δ28.37400.9%53.0%19.48241.2%15.4%
45Δ24.56324.5%34.1%20.17208.5%12.1%
50Δ21.88263.4%20.8%20.54190.3%10.5%
55Δ20.54220.2%14.2%20.91172.1%8.8%
60Δ19.51202.4%10.7%21.28153.9%7.1%
65Δ18.70201.4%9.1%21.65135.7%5.5%
70Δ17.90200.5%7.6%22.02117.5%3.8%
75Δ17.09199.6%6.0%22.3999.3%2.2%
80Δ16.28198.6%4.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.07
IV
518.0%
B/E move
42.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.00
IV
408.1%
B/E move
32.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.56
IV
331.0%
B/E move
25.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.52
IV
286.1%
B/E move
20.2%

40Δ

Calls
Pseudo strike
28.37
IV
400.9%
B/E move
53.0%
Puts
Pseudo strike
19.48
IV
241.2%
B/E move
15.4%

45Δ

Calls
Pseudo strike
24.56
IV
324.5%
B/E move
34.1%
Puts
Pseudo strike
20.17
IV
208.5%
B/E move
12.1%

50Δ

Calls
Pseudo strike
21.88
IV
263.4%
B/E move
20.8%
Puts
Pseudo strike
20.54
IV
190.3%
B/E move
10.5%

55Δ

Calls
Pseudo strike
20.54
IV
220.2%
B/E move
14.2%
Puts
Pseudo strike
20.91
IV
172.1%
B/E move
8.8%

60Δ

Calls
Pseudo strike
19.51
IV
202.4%
B/E move
10.7%
Puts
Pseudo strike
21.28
IV
153.9%
B/E move
7.1%

65Δ

Calls
Pseudo strike
18.70
IV
201.4%
B/E move
9.1%
Puts
Pseudo strike
21.65
IV
135.7%
B/E move
5.5%

70Δ

Calls
Pseudo strike
17.90
IV
200.5%
B/E move
7.6%
Puts
Pseudo strike
22.02
IV
117.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
17.09
IV
199.6%
B/E move
6.0%
Puts
Pseudo strike
22.39
IV
99.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
16.28
IV
198.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend45.04%
Daily EOD
WSBF32.2%54.1%76.1%2026-10-19: 48.25%2026-10-20: 35.20%2026-10-21: 51.06%2026-10-22: 48.55%2026-10-23: 73.09%2026-10-26: 55.20%2026-10-27: 51.22%2026-10-28: 51.54%2026-10-29: 45.04%Oct 19Oct 23Oct 29
9 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
48.25%
35.20%
51.06%
48.55%
73.09%
55.20%
51.22%
51.54%
45.04%