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Williams-Sonoma Inc WSM

CONSUMER CYCLICAL · SPECIALTY RETAIL
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Market dataready · fetched 2026-10-16T00:18:34.080Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.000349678Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:18:32.986458+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$2.27$13.18$24.08$34.99$45.89$206.03$227.59$249.14$270.70$292.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSM spot · $252.03WSM PRICE$3.45$4.59$5.69$7.00$8.49$10.06$11.92$13.78$16.03$18.40$21.03$24.20$27.51$4.67$6.14$7.80$9.63$11.79$14.04$16.61$19.27$22.59$26.08$30.42$35.67$42.75
PutsExpensive1.51×
CallsExpensive1.22×
SkewBearish+7.32 pp
Implied moveBearish±$28.53
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ284.2940.6%14.2%224.7648.8%12.7%
25Δ278.6941.4%12.4%231.1048.0%10.7%
30Δ272.7540.2%10.5%236.4547.4%9.3%
35Δ267.6839.8%9.0%241.6047.1%8.0%
40Δ263.3740.0%7.9%246.3447.4%6.9%
45Δ259.1240.1%6.8%251.0947.5%5.9%
50Δ255.0740.3%5.9%255.8547.4%5.1%
55Δ251.0240.4%5.1%260.6547.3%4.2%
60Δ246.9140.5%4.3%265.7647.3%3.5%
65Δ242.7840.5%3.6%270.9847.4%2.8%
70Δ238.5040.5%3.0%276.8547.5%2.2%
75Δ233.9140.4%2.4%283.5248.0%1.7%
80Δ229.2140.2%1.9%291.8649.3%1.2%

20Δ

Calls
Pseudo strike
284.29
IV
40.6%
B/E move
14.2%
Puts
Pseudo strike
224.76
IV
48.8%
B/E move
12.7%

25Δ

Calls
Pseudo strike
278.69
IV
41.4%
B/E move
12.4%
Puts
Pseudo strike
231.10
IV
48.0%
B/E move
10.7%

30Δ

Calls
Pseudo strike
272.75
IV
40.2%
B/E move
10.5%
Puts
Pseudo strike
236.45
IV
47.4%
B/E move
9.3%

35Δ

Calls
Pseudo strike
267.68
IV
39.8%
B/E move
9.0%
Puts
Pseudo strike
241.60
IV
47.1%
B/E move
8.0%

40Δ

Calls
Pseudo strike
263.37
IV
40.0%
B/E move
7.9%
Puts
Pseudo strike
246.34
IV
47.4%
B/E move
6.9%

45Δ

Calls
Pseudo strike
259.12
IV
40.1%
B/E move
6.8%
Puts
Pseudo strike
251.09
IV
47.5%
B/E move
5.9%

50Δ

Calls
Pseudo strike
255.07
IV
40.3%
B/E move
5.9%
Puts
Pseudo strike
255.85
IV
47.4%
B/E move
5.1%

55Δ

Calls
Pseudo strike
251.02
IV
40.4%
B/E move
5.1%
Puts
Pseudo strike
260.65
IV
47.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
246.91
IV
40.5%
B/E move
4.3%
Puts
Pseudo strike
265.76
IV
47.3%
B/E move
3.5%

65Δ

Calls
Pseudo strike
242.78
IV
40.5%
B/E move
3.6%
Puts
Pseudo strike
270.98
IV
47.4%
B/E move
2.8%

70Δ

Calls
Pseudo strike
238.50
IV
40.5%
B/E move
3.0%
Puts
Pseudo strike
276.85
IV
47.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
233.91
IV
40.4%
B/E move
2.4%
Puts
Pseudo strike
283.52
IV
48.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
229.21
IV
40.2%
B/E move
1.9%
Puts
Pseudo strike
291.86
IV
49.3%
B/E move
1.2%