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Watsco, Inc. WSO

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Market datapartial · fetched 2026-10-22T23:45:49.911Z

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 · 2026-10-22T23:00:00.001794053Z

FundamentalsAlpha Vantage · unavailable

Share price$327.04
1D+7.2%
AH$301$308$316$324$3315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSO
Sold putSold callAH

Watsco, Inc. options

Live interpolated WSO call and put midpoint premiums by absolute delta.Watsco, Inc.$3.23$13.30$23.37$33.44$43.50$266.81$294.98$323.15$351.32$379.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSO spot · $327.04WSO PRICE$4.32$5.52$7.15$8.88$10.68$12.75$14.87$17.71$20.63$24.44$28.52$33.41$40.60$5.10$6.25$7.68$10.46$13.22$14.64$16.12$18.70$21.27$24.27$27.32$30.67$34.09
PutsExpensive1.13×
CallsExpensive1.27×
SkewBullish-4.19 pp
Implied moveBearish±$31.00
TiltBalanced0.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ367.7444.6%13.8%296.0846.5%11.0%
25Δ358.1442.3%11.2%304.2143.0%8.9%
30Δ352.3243.1%9.9%311.1740.5%7.2%
35Δ346.6143.4%8.7%315.6143.6%6.7%
40Δ340.9943.5%7.5%320.0746.6%6.2%
45Δ335.7343.5%6.6%325.1643.6%5.1%
50Δ330.5543.5%5.6%330.2240.7%4.0%
55Δ325.3844.3%4.9%334.9040.1%3.3%
60Δ320.2245.2%4.2%339.5839.6%2.7%
65Δ314.4646.4%3.6%344.3338.8%2.1%
70Δ308.4647.5%3.0%349.0938.1%1.6%
75Δ301.7748.7%2.5%353.9036.8%1.2%
80Δ293.0651.7%2.0%358.7235.4%0.7%

20Δ

Calls
Pseudo strike
367.74
IV
44.6%
B/E move
13.8%
Puts
Pseudo strike
296.08
IV
46.5%
B/E move
11.0%

25Δ

Calls
Pseudo strike
358.14
IV
42.3%
B/E move
11.2%
Puts
Pseudo strike
304.21
IV
43.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
352.32
IV
43.1%
B/E move
9.9%
Puts
Pseudo strike
311.17
IV
40.5%
B/E move
7.2%

35Δ

Calls
Pseudo strike
346.61
IV
43.4%
B/E move
8.7%
Puts
Pseudo strike
315.61
IV
43.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
340.99
IV
43.5%
B/E move
7.5%
Puts
Pseudo strike
320.07
IV
46.6%
B/E move
6.2%

45Δ

Calls
Pseudo strike
335.73
IV
43.5%
B/E move
6.6%
Puts
Pseudo strike
325.16
IV
43.6%
B/E move
5.1%

50Δ

Calls
Pseudo strike
330.55
IV
43.5%
B/E move
5.6%
Puts
Pseudo strike
330.22
IV
40.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
325.38
IV
44.3%
B/E move
4.9%
Puts
Pseudo strike
334.90
IV
40.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
320.22
IV
45.2%
B/E move
4.2%
Puts
Pseudo strike
339.58
IV
39.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
314.46
IV
46.4%
B/E move
3.6%
Puts
Pseudo strike
344.33
IV
38.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
308.46
IV
47.5%
B/E move
3.0%
Puts
Pseudo strike
349.09
IV
38.1%
B/E move
1.6%

75Δ

Calls
Pseudo strike
301.77
IV
48.7%
B/E move
2.5%
Puts
Pseudo strike
353.90
IV
36.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
293.06
IV
51.7%
B/E move
2.0%
Puts
Pseudo strike
358.72
IV
35.4%
B/E move
0.7%

Options history

No recorded observations