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Wise Group plc Class A Ordinary Shares WSE

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-11T15:55:41.552Z

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 · 2026-11-11T15:55:35.168065438Z

FundamentalsAlpha Vantage · ready · quarter 2026-03-31 · fetched 2026-11-11T15:48:37.009674+00:00

Share price$11.14
1D+0.8%
$11.04$11.08$11.12$11.16$11.205:30 AM6:30 AM9:00 AM1:00 PMWSE
Sold putSold call

Wise Group plc Class A Ordinary Shares options

Live interpolated WSE call and put midpoint premiums by absolute delta.Wise Group plc Class A Ordinary Shares$0.38$0.68$0.98$1.28$1.59$6.61$8.11$9.62$11.12$12.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WSE spot · $11.13WSE PRICE$0.41$0.52$0.62$0.72$0.83$0.93$1.04$1.14$1.24$1.35$0.86$0.91$0.97$1.02$1.07$1.13$1.18$1.23$1.29$1.34$1.39$1.45$1.50
PutsExpensive4.48×
Calls——
Skew——
Implied moveBearish±$2.01
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.75365.0%38.1%
25Δ8.14341.3%35.1%
30Δ11.8673.0%10.2%8.54317.6%32.0%
35Δ11.6776.0%9.4%8.93293.9%28.9%
40Δ11.4779.0%8.6%9.33270.3%25.9%
45Δ11.2782.0%7.8%9.72246.6%22.8%
50Δ11.0885.0%6.9%10.12222.9%19.7%
55Δ10.8888.0%6.1%10.51199.3%16.6%
60Δ10.6991.0%5.3%10.91175.6%13.6%
65Δ10.4994.0%4.4%11.31151.9%10.5%
70Δ10.2997.0%3.6%11.70128.2%7.4%
75Δ10.10100.1%2.8%12.10104.6%4.4%
80Δ12.4980.9%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.75
IV
365.0%
B/E move
38.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.14
IV
341.3%
B/E move
35.1%

30Δ

Calls
Pseudo strike
11.86
IV
73.0%
B/E move
10.2%
Puts
Pseudo strike
8.54
IV
317.6%
B/E move
32.0%

35Δ

Calls
Pseudo strike
11.67
IV
76.0%
B/E move
9.4%
Puts
Pseudo strike
8.93
IV
293.9%
B/E move
28.9%

40Δ

Calls
Pseudo strike
11.47
IV
79.0%
B/E move
8.6%
Puts
Pseudo strike
9.33
IV
270.3%
B/E move
25.9%

45Δ

Calls
Pseudo strike
11.27
IV
82.0%
B/E move
7.8%
Puts
Pseudo strike
9.72
IV
246.6%
B/E move
22.8%

50Δ

Calls
Pseudo strike
11.08
IV
85.0%
B/E move
6.9%
Puts
Pseudo strike
10.12
IV
222.9%
B/E move
19.7%

55Δ

Calls
Pseudo strike
10.88
IV
88.0%
B/E move
6.1%
Puts
Pseudo strike
10.51
IV
199.3%
B/E move
16.6%

60Δ

Calls
Pseudo strike
10.69
IV
91.0%
B/E move
5.3%
Puts
Pseudo strike
10.91
IV
175.6%
B/E move
13.6%

65Δ

Calls
Pseudo strike
10.49
IV
94.0%
B/E move
4.4%
Puts
Pseudo strike
11.31
IV
151.9%
B/E move
10.5%

70Δ

Calls
Pseudo strike
10.29
IV
97.0%
B/E move
3.6%
Puts
Pseudo strike
11.70
IV
128.2%
B/E move
7.4%

75Δ

Calls
Pseudo strike
10.10
IV
100.1%
B/E move
2.8%
Puts
Pseudo strike
12.10
IV
104.6%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.49
IV
80.9%
B/E move
1.3%

Options history

IV · four-Friday blend101.31%
Daily EOD
WSE101.2%101.3%101.4%2026-10-30: 101.31%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
101.31%