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WillScot Holdings Corporation Class A Common Stock WSC

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Market datapartial · fetched 2026-10-23T04:06:41.711Z

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 · 2026-10-22T20:00:32.57405319Z

FundamentalsAlpha Vantage · unavailable

Share price$16.53
1D+0.3%
AH$16.03$16.22$16.41$16.59$16.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSC
Sold putSold callAH

WillScot Holdings Corporation Class A Common Stock options

Live interpolated WSC call and put midpoint premiums by absolute delta.WillScot Holdings Corporation Class A Common Stock$0.15$2.02$3.88$5.75$7.62$11.93$14.15$16.37$18.59$20.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSC spot · $16.53WSC PRICE$0.35$0.48$0.61$0.74$0.88$1.03$1.20$1.38$1.56$1.74$1.92$2.30$3.82$0.50$0.58$0.74$0.97$1.19$1.42$1.65$1.88$2.34$2.86$3.39$3.91$7.08
PutsExpensive1.64×
CallsExpensive1.65×
SkewBearish+6.82 pp
Implied moveBearish±$2.85
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2675.3%24.7%13.6491.5%20.5%
25Δ19.5874.8%21.3%14.5578.8%15.5%
30Δ19.0274.6%18.7%15.2272.8%12.4%
35Δ18.4674.3%16.2%15.6673.4%11.1%
40Δ17.9074.1%13.6%16.1074.0%9.9%
45Δ17.3973.5%11.4%16.5374.5%8.6%
50Δ16.9871.9%10.0%16.9775.1%7.3%
55Δ16.5770.3%8.6%17.4175.7%6.0%
60Δ16.1668.8%7.2%18.0277.7%5.2%
65Δ15.7667.2%5.9%18.6780.1%4.4%
70Δ15.3565.6%4.5%19.3382.5%3.6%
75Δ14.7769.0%3.3%19.9885.0%2.8%
80Δ13.23101.3%3.1%23.23108.4%2.3%

20Δ

Calls
Pseudo strike
20.26
IV
75.3%
B/E move
24.7%
Puts
Pseudo strike
13.64
IV
91.5%
B/E move
20.5%

25Δ

Calls
Pseudo strike
19.58
IV
74.8%
B/E move
21.3%
Puts
Pseudo strike
14.55
IV
78.8%
B/E move
15.5%

30Δ

Calls
Pseudo strike
19.02
IV
74.6%
B/E move
18.7%
Puts
Pseudo strike
15.22
IV
72.8%
B/E move
12.4%

35Δ

Calls
Pseudo strike
18.46
IV
74.3%
B/E move
16.2%
Puts
Pseudo strike
15.66
IV
73.4%
B/E move
11.1%

40Δ

Calls
Pseudo strike
17.90
IV
74.1%
B/E move
13.6%
Puts
Pseudo strike
16.10
IV
74.0%
B/E move
9.9%

45Δ

Calls
Pseudo strike
17.39
IV
73.5%
B/E move
11.4%
Puts
Pseudo strike
16.53
IV
74.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
16.98
IV
71.9%
B/E move
10.0%
Puts
Pseudo strike
16.97
IV
75.1%
B/E move
7.3%

55Δ

Calls
Pseudo strike
16.57
IV
70.3%
B/E move
8.6%
Puts
Pseudo strike
17.41
IV
75.7%
B/E move
6.0%

60Δ

Calls
Pseudo strike
16.16
IV
68.8%
B/E move
7.2%
Puts
Pseudo strike
18.02
IV
77.7%
B/E move
5.2%

65Δ

Calls
Pseudo strike
15.76
IV
67.2%
B/E move
5.9%
Puts
Pseudo strike
18.67
IV
80.1%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.35
IV
65.6%
B/E move
4.5%
Puts
Pseudo strike
19.33
IV
82.5%
B/E move
3.6%

75Δ

Calls
Pseudo strike
14.77
IV
69.0%
B/E move
3.3%
Puts
Pseudo strike
19.98
IV
85.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
13.23
IV
101.3%
B/E move
3.1%
Puts
Pseudo strike
23.23
IV
108.4%
B/E move
2.3%

Options history

No recorded observations