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WillScot Holdings Corporation Class A Common Stock WSC

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Market datapartial · fetched 2026-10-22T20:15:58.779Z

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$3.90$5.77$7.65$11.98$14.17$16.37$18.57$20.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSC spot · $16.53WSC PRICE$0.35$0.48$0.61$0.74$0.88$1.02$1.20$1.38$1.56$1.74$1.92$2.29$3.81$0.50$0.58$0.74$0.97$1.20$1.42$1.65$1.88$2.34$2.87$3.39$3.92$7.11
PutsExpensive1.63×
CallsExpensive1.63×
SkewBearish+6.93 pp
Implied moveBearish±$2.85
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.2674.0%24.7%13.6490.6%20.5%
25Δ19.5873.5%21.3%14.5577.7%15.5%
30Δ19.0273.2%18.7%15.2271.6%12.4%
35Δ18.4673.0%16.2%15.6672.2%11.1%
40Δ17.9072.8%13.6%16.1072.7%9.8%
45Δ17.3972.2%11.4%16.5473.3%8.6%
50Δ16.9870.6%10.0%16.9773.8%7.3%
55Δ16.5769.1%8.6%17.4174.4%6.0%
60Δ16.1767.5%7.2%18.0276.4%5.1%
65Δ15.7666.0%5.9%18.6878.8%4.4%
70Δ15.3564.4%4.5%19.3381.2%3.6%
75Δ14.7967.5%3.3%19.9983.6%2.8%
80Δ13.23100.0%3.1%23.26107.5%2.3%

20Δ

Calls
Pseudo strike
20.26
IV
74.0%
B/E move
24.7%
Puts
Pseudo strike
13.64
IV
90.6%
B/E move
20.5%

25Δ

Calls
Pseudo strike
19.58
IV
73.5%
B/E move
21.3%
Puts
Pseudo strike
14.55
IV
77.7%
B/E move
15.5%

30Δ

Calls
Pseudo strike
19.02
IV
73.2%
B/E move
18.7%
Puts
Pseudo strike
15.22
IV
71.6%
B/E move
12.4%

35Δ

Calls
Pseudo strike
18.46
IV
73.0%
B/E move
16.2%
Puts
Pseudo strike
15.66
IV
72.2%
B/E move
11.1%

40Δ

Calls
Pseudo strike
17.90
IV
72.8%
B/E move
13.6%
Puts
Pseudo strike
16.10
IV
72.7%
B/E move
9.8%

45Δ

Calls
Pseudo strike
17.39
IV
72.2%
B/E move
11.4%
Puts
Pseudo strike
16.54
IV
73.3%
B/E move
8.6%

50Δ

Calls
Pseudo strike
16.98
IV
70.6%
B/E move
10.0%
Puts
Pseudo strike
16.97
IV
73.8%
B/E move
7.3%

55Δ

Calls
Pseudo strike
16.57
IV
69.1%
B/E move
8.6%
Puts
Pseudo strike
17.41
IV
74.4%
B/E move
6.0%

60Δ

Calls
Pseudo strike
16.17
IV
67.5%
B/E move
7.2%
Puts
Pseudo strike
18.02
IV
76.4%
B/E move
5.1%

65Δ

Calls
Pseudo strike
15.76
IV
66.0%
B/E move
5.9%
Puts
Pseudo strike
18.68
IV
78.8%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.35
IV
64.4%
B/E move
4.5%
Puts
Pseudo strike
19.33
IV
81.2%
B/E move
3.6%

75Δ

Calls
Pseudo strike
14.79
IV
67.5%
B/E move
3.3%
Puts
Pseudo strike
19.99
IV
83.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
13.23
IV
100.0%
B/E move
3.1%
Puts
Pseudo strike
23.26
IV
107.5%
B/E move
2.3%

Options history

No recorded observations