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WillScot Holdings Corporation Class A Common Stock WSC

i

Market dataready · fetched 2026-11-12T15:17:42.576Z

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 · 2026-11-12T15:16:52.796542491Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:17:41.815286+00:00

Share price$20.10
1D+0.4%
$19.99$20.07$20.16$20.25$20.335:30 AM6:30 AM9:00 AM1:00 PMWSC
Sold putSold call

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$0.12$0.95$1.77$2.59$3.41$17.03$18.58$20.13$21.68$23.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSC spot · $20.10WSC PRICE$0.21$0.27$0.34$0.40$0.45$0.51$0.57$0.63$0.71$0.79$0.88$0.96$1.04$0.26$0.34$0.40$0.44$0.48$0.52$0.70$0.89$1.08$1.28$1.87$2.52$3.17
PutsFair0.99×
CallsCheap0.61×
SkewBearish+12.89 pp
Implied moveBearish±$1.27
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.0865.5%10.9%18.3971.1%9.8%
25Δ21.6763.3%9.2%18.8070.1%8.2%
30Δ21.2661.0%7.5%19.1466.7%6.7%
35Δ20.9258.5%6.0%19.4261.0%5.6%
40Δ20.6855.8%5.2%19.7055.3%4.4%
45Δ20.4553.0%4.3%19.9849.6%3.2%
50Δ20.2250.3%3.4%20.2352.7%2.9%
55Δ19.9947.6%2.6%20.4856.4%2.6%
60Δ19.8445.4%2.3%20.7260.2%2.3%
65Δ19.6943.3%1.9%20.9764.0%2.0%
70Δ19.5441.1%1.6%21.6268.7%1.7%
75Δ19.3939.0%1.3%22.3473.6%1.4%
80Δ19.2436.8%0.9%23.0578.6%1.1%

20Δ

Calls
Pseudo strike
22.08
IV
65.5%
B/E move
10.9%
Puts
Pseudo strike
18.39
IV
71.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
21.67
IV
63.3%
B/E move
9.2%
Puts
Pseudo strike
18.80
IV
70.1%
B/E move
8.2%

30Δ

Calls
Pseudo strike
21.26
IV
61.0%
B/E move
7.5%
Puts
Pseudo strike
19.14
IV
66.7%
B/E move
6.7%

35Δ

Calls
Pseudo strike
20.92
IV
58.5%
B/E move
6.0%
Puts
Pseudo strike
19.42
IV
61.0%
B/E move
5.6%

40Δ

Calls
Pseudo strike
20.68
IV
55.8%
B/E move
5.2%
Puts
Pseudo strike
19.70
IV
55.3%
B/E move
4.4%

45Δ

Calls
Pseudo strike
20.45
IV
53.0%
B/E move
4.3%
Puts
Pseudo strike
19.98
IV
49.6%
B/E move
3.2%

50Δ

Calls
Pseudo strike
20.22
IV
50.3%
B/E move
3.4%
Puts
Pseudo strike
20.23
IV
52.7%
B/E move
2.9%

55Δ

Calls
Pseudo strike
19.99
IV
47.6%
B/E move
2.6%
Puts
Pseudo strike
20.48
IV
56.4%
B/E move
2.6%

60Δ

Calls
Pseudo strike
19.84
IV
45.4%
B/E move
2.3%
Puts
Pseudo strike
20.72
IV
60.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
19.69
IV
43.3%
B/E move
1.9%
Puts
Pseudo strike
20.97
IV
64.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
19.54
IV
41.1%
B/E move
1.6%
Puts
Pseudo strike
21.62
IV
68.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
19.39
IV
39.0%
B/E move
1.3%
Puts
Pseudo strike
22.34
IV
73.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
19.24
IV
36.8%
B/E move
0.9%
Puts
Pseudo strike
23.05
IV
78.6%
B/E move
1.1%

Options history

IV · four-Friday blend64.88%
Daily EOD
WSC61.6%64.3%67.0%2026-10-19: 66.60%2026-10-20: 63.46%2026-10-21: 63.00%2026-10-22: 63.05%2026-10-23: 64.69%2026-10-26: 64.66%2026-10-27: 66.05%2026-10-28: 65.62%2026-10-29: 61.96%2026-10-30: 64.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.60%
63.46%
63.00%
63.05%
64.69%
64.66%
66.05%
65.62%
61.96%
64.88%