IntraAlpha
Create free account Start free

Williams-Sonoma Inc WSM

CONSUMER CYCLICAL · SPECIALTY RETAIL
i

Market dataready · fetched 2026-10-15T20:04:27.816Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:45.359950536Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:59:39.660492+00:00

Share price$252.03
1D+2.0%
AH$245$247$249$251$2535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSM
Sold putSold callAH

Williams-Sonoma Inc options

Live interpolated WSM call and put midpoint premiums by absolute delta.Williams-Sonoma Inc$0.24$4.64$9.05$13.45$17.85$239.48$245.16$250.83$256.50$262.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $252.03OPTION PRICELive WSM spot · $252.03WSM PRICE$0.71$0.93$1.14$1.36$1.57$1.79$2.00$2.22$2.43$2.65$2.86$3.08$3.29$1.18$1.53$1.88$2.24$2.59$3.63$4.68$5.74$6.80$7.86$8.91$10.93$16.59
PutsExpensive3.47×
CallsCheap0.58×
SkewBearish+43.34 pp
Implied moveBearish±$6.69
TiltBearish48.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ258.2242.0%2.7%243.8266.7%3.7%
25Δ257.3940.9%2.5%245.3566.8%3.3%
30Δ256.5739.8%2.3%246.8967.0%2.8%
35Δ255.7438.6%2.0%248.4267.2%2.3%
40Δ254.9137.5%1.8%249.9667.4%1.9%
45Δ254.0836.4%1.5%251.4470.5%1.7%
50Δ253.2635.3%1.3%252.9273.7%1.5%
55Δ252.4334.2%1.0%254.3976.9%1.3%
60Δ251.6033.0%0.8%255.8780.2%1.2%
65Δ250.7731.9%0.6%257.3583.4%1.0%
70Δ249.9530.8%0.3%258.8386.6%0.8%
75Δ249.1229.7%0.1%261.2094.6%0.7%
80Δ248.2928.6%0.2%266.97121.0%0.7%

20Δ

Calls
Pseudo strike
258.22
IV
42.0%
B/E move
2.7%
Puts
Pseudo strike
243.82
IV
66.7%
B/E move
3.7%

25Δ

Calls
Pseudo strike
257.39
IV
40.9%
B/E move
2.5%
Puts
Pseudo strike
245.35
IV
66.8%
B/E move
3.3%

30Δ

Calls
Pseudo strike
256.57
IV
39.8%
B/E move
2.3%
Puts
Pseudo strike
246.89
IV
67.0%
B/E move
2.8%

35Δ

Calls
Pseudo strike
255.74
IV
38.6%
B/E move
2.0%
Puts
Pseudo strike
248.42
IV
67.2%
B/E move
2.3%

40Δ

Calls
Pseudo strike
254.91
IV
37.5%
B/E move
1.8%
Puts
Pseudo strike
249.96
IV
67.4%
B/E move
1.9%

45Δ

Calls
Pseudo strike
254.08
IV
36.4%
B/E move
1.5%
Puts
Pseudo strike
251.44
IV
70.5%
B/E move
1.7%

50Δ

Calls
Pseudo strike
253.26
IV
35.3%
B/E move
1.3%
Puts
Pseudo strike
252.92
IV
73.7%
B/E move
1.5%

55Δ

Calls
Pseudo strike
252.43
IV
34.2%
B/E move
1.0%
Puts
Pseudo strike
254.39
IV
76.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
251.60
IV
33.0%
B/E move
0.8%
Puts
Pseudo strike
255.87
IV
80.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
250.77
IV
31.9%
B/E move
0.6%
Puts
Pseudo strike
257.35
IV
83.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
249.95
IV
30.8%
B/E move
0.3%
Puts
Pseudo strike
258.83
IV
86.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
249.12
IV
29.7%
B/E move
0.1%
Puts
Pseudo strike
261.20
IV
94.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
248.29
IV
28.6%
B/E move
0.2%
Puts
Pseudo strike
266.97
IV
121.0%
B/E move
0.7%