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Waterstone Financial Inc WSBF

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-23T03:00:19.292Z

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 · 2026-10-22T20:00:00.658477921Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:00:18.448944+00:00

Share price$20.07
1D+3.3%
AH$19.37$19.58$19.80$20.01$20.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSBF
Sold putSold callAH

Waterstone Financial Inc options

Live interpolated WSBF call and put midpoint premiums by absolute delta.Waterstone Financial Inc$0.57$1.11$1.65$2.20$2.74$13.79$16.91$20.04$23.16$26.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSBF spot · $20.07WSBF PRICE$0.63$1.24$1.70$1.62$1.50$1.36$1.21$1.09$1.29$1.49$1.70$1.90$2.11$1.47$1.48$1.52$1.66$1.79$1.92$2.01$2.11$2.20$2.30$2.39$2.49$2.58
PutsExpensive3.13×
CallsExpensive2.80×
SkewBearish+1.12 pp
Implied moveBearish±$3.23
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.90103.7%37.2%14.95180.1%32.8%
25Δ31.52172.8%63.2%16.52145.4%25.0%
30Δ32.87210.3%72.2%17.79119.5%18.9%
35Δ27.28159.5%44.0%18.58108.3%15.7%
40Δ23.21112.7%23.1%19.3797.1%12.4%
45Δ21.7686.7%15.2%20.0786.9%9.6%
50Δ20.8565.2%9.9%20.4180.7%8.3%
55Δ19.9844.7%5.0%20.7574.5%7.1%
60Δ19.6643.2%4.4%21.0968.2%5.9%
65Δ19.3541.7%3.8%21.4362.0%4.7%
70Δ19.0340.2%3.3%21.7755.8%3.5%
75Δ18.7138.7%2.7%22.1149.6%2.3%
80Δ18.3937.2%2.1%22.4443.4%1.0%

20Δ

Calls
Pseudo strike
26.90
IV
103.7%
B/E move
37.2%
Puts
Pseudo strike
14.95
IV
180.1%
B/E move
32.8%

25Δ

Calls
Pseudo strike
31.52
IV
172.8%
B/E move
63.2%
Puts
Pseudo strike
16.52
IV
145.4%
B/E move
25.0%

30Δ

Calls
Pseudo strike
32.87
IV
210.3%
B/E move
72.2%
Puts
Pseudo strike
17.79
IV
119.5%
B/E move
18.9%

35Δ

Calls
Pseudo strike
27.28
IV
159.5%
B/E move
44.0%
Puts
Pseudo strike
18.58
IV
108.3%
B/E move
15.7%

40Δ

Calls
Pseudo strike
23.21
IV
112.7%
B/E move
23.1%
Puts
Pseudo strike
19.37
IV
97.1%
B/E move
12.4%

45Δ

Calls
Pseudo strike
21.76
IV
86.7%
B/E move
15.2%
Puts
Pseudo strike
20.07
IV
86.9%
B/E move
9.6%

50Δ

Calls
Pseudo strike
20.85
IV
65.2%
B/E move
9.9%
Puts
Pseudo strike
20.41
IV
80.7%
B/E move
8.3%

55Δ

Calls
Pseudo strike
19.98
IV
44.7%
B/E move
5.0%
Puts
Pseudo strike
20.75
IV
74.5%
B/E move
7.1%

60Δ

Calls
Pseudo strike
19.66
IV
43.2%
B/E move
4.4%
Puts
Pseudo strike
21.09
IV
68.2%
B/E move
5.9%

65Δ

Calls
Pseudo strike
19.35
IV
41.7%
B/E move
3.8%
Puts
Pseudo strike
21.43
IV
62.0%
B/E move
4.7%

70Δ

Calls
Pseudo strike
19.03
IV
40.2%
B/E move
3.3%
Puts
Pseudo strike
21.77
IV
55.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
18.71
IV
38.7%
B/E move
2.7%
Puts
Pseudo strike
22.11
IV
49.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
18.39
IV
37.2%
B/E move
2.1%
Puts
Pseudo strike
22.44
IV
43.4%
B/E move
1.0%

Options history

No recorded observations