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Watsco, Inc. WSO

INDUSTRIALS · INDUSTRIAL DISTRIBUTION
i

Market dataready · fetched 2026-11-12T02:51:06.957Z

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 · 2026-11-12T00:00:00.000886229Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:41:17.721771+00:00

Share price$313.15
1D+1.2%
AH$306$309$311$314$3165:30 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.$1.80$6.43$11.07$15.70$20.33$278.26$294.94$311.61$328.29$344.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSO spot · $313.15WSO PRICE$2.30$2.98$3.60$4.23$5.32$6.77$8.22$9.67$11.24$12.98$14.71$16.44$18.99$2.86$3.26$4.47$5.67$6.88$8.06$9.20$10.34$11.48$13.12$14.94$16.76$18.64
PutsCheap0.73×
CallsCheap0.79×
SkewBearish+1.63 pp
Implied moveBearish±$17.42
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ332.2141.6%6.8%293.4851.2%7.2%
25Δ328.7042.0%5.9%300.3042.6%5.1%
30Δ325.1239.9%5.0%303.0643.8%4.6%
35Δ321.5437.8%4.0%305.8345.0%4.2%
40Δ318.6137.9%3.4%308.5946.2%3.7%
45Δ316.1839.7%3.1%311.3046.0%3.2%
50Δ313.7541.4%2.8%313.9544.5%2.7%
55Δ311.3243.2%2.5%316.6142.9%2.2%
60Δ308.7144.0%2.2%319.2741.4%1.7%
65Δ305.8943.5%1.8%321.9540.3%1.4%
70Δ303.0743.1%1.5%324.6539.4%1.1%
75Δ300.2542.7%1.1%327.3438.6%0.8%
80Δ296.9141.6%0.9%330.0937.8%0.5%

20Δ

Calls
Pseudo strike
332.21
IV
41.6%
B/E move
6.8%
Puts
Pseudo strike
293.48
IV
51.2%
B/E move
7.2%

25Δ

Calls
Pseudo strike
328.70
IV
42.0%
B/E move
5.9%
Puts
Pseudo strike
300.30
IV
42.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
325.12
IV
39.9%
B/E move
5.0%
Puts
Pseudo strike
303.06
IV
43.8%
B/E move
4.6%

35Δ

Calls
Pseudo strike
321.54
IV
37.8%
B/E move
4.0%
Puts
Pseudo strike
305.83
IV
45.0%
B/E move
4.2%

40Δ

Calls
Pseudo strike
318.61
IV
37.9%
B/E move
3.4%
Puts
Pseudo strike
308.59
IV
46.2%
B/E move
3.7%

45Δ

Calls
Pseudo strike
316.18
IV
39.7%
B/E move
3.1%
Puts
Pseudo strike
311.30
IV
46.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
313.75
IV
41.4%
B/E move
2.8%
Puts
Pseudo strike
313.95
IV
44.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
311.32
IV
43.2%
B/E move
2.5%
Puts
Pseudo strike
316.61
IV
42.9%
B/E move
2.2%

60Δ

Calls
Pseudo strike
308.71
IV
44.0%
B/E move
2.2%
Puts
Pseudo strike
319.27
IV
41.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
305.89
IV
43.5%
B/E move
1.8%
Puts
Pseudo strike
321.95
IV
40.3%
B/E move
1.4%

70Δ

Calls
Pseudo strike
303.07
IV
43.1%
B/E move
1.5%
Puts
Pseudo strike
324.65
IV
39.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
300.25
IV
42.7%
B/E move
1.1%
Puts
Pseudo strike
327.34
IV
38.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
296.91
IV
41.6%
B/E move
0.9%
Puts
Pseudo strike
330.09
IV
37.8%
B/E move
0.5%

Options history

IV · four-Friday blend38.02%
Daily EOD
WSO35.9%39.1%42.3%2026-10-19: 38.41%2026-10-20: 37.88%2026-10-21: 38.47%2026-10-22: 38.90%2026-10-23: 39.77%2026-10-26: 41.86%2026-10-27: 36.34%2026-10-28: 37.70%2026-10-29: 36.88%2026-10-30: 38.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.41%
37.88%
38.47%
38.90%
39.77%
41.86%
36.34%
37.70%
36.88%
38.02%