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West Pharmaceutical Services, Inc. WST

i

Market dataready · fetched 2026-11-13T16:10:10.099Z

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 · 2026-11-13T16:09:42.602488896Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T16:10:09.509773+00:00

Share price$412.65
1D-0.2%
$410$411$412$413$4145:30 AM6:30 AM9:00 AM1:00 PMWST
Sold putSold call

West Pharmaceutical Services, Inc. options

Live interpolated WST call and put midpoint premiums by absolute delta.West Pharmaceutical Services, Inc.$1.52$6.51$11.51$16.51$21.50$383.51$396.40$409.28$422.16$435.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WST spot · $412.65WST PRICE$2.06$2.64$3.23$3.86$4.90$5.94$6.98$8.02$9.24$10.64$12.04$13.45$14.89$2.35$3.07$3.92$4.77$5.62$6.64$7.89$9.14$10.39$11.89$14.49$17.08$20.06
PutsExpensive2.03×
CallsExpensive1.08×
SkewBearish+3.49 pp
Implied moveBearish±$14.87
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ429.6733.0%4.6%396.6334.6%4.5%
25Δ426.3331.6%4.0%400.0835.2%3.8%
30Δ422.9930.3%3.3%402.8634.5%3.3%
35Δ419.7729.1%2.7%405.6433.9%2.9%
40Δ417.6029.5%2.4%408.4233.3%2.4%
45Δ415.4429.8%2.1%411.0132.9%2.0%
50Δ413.2730.2%1.8%413.3732.6%1.7%
55Δ411.1030.5%1.6%415.7332.4%1.5%
60Δ408.9030.4%1.3%418.0932.2%1.2%
65Δ406.6629.9%1.1%420.6232.2%0.9%
70Δ404.4129.3%0.9%423.9133.1%0.8%
75Δ402.1728.7%0.7%427.1934.0%0.6%
80Δ399.8928.2%0.5%430.8535.1%0.5%

20Δ

Calls
Pseudo strike
429.67
IV
33.0%
B/E move
4.6%
Puts
Pseudo strike
396.63
IV
34.6%
B/E move
4.5%

25Δ

Calls
Pseudo strike
426.33
IV
31.6%
B/E move
4.0%
Puts
Pseudo strike
400.08
IV
35.2%
B/E move
3.8%

30Δ

Calls
Pseudo strike
422.99
IV
30.3%
B/E move
3.3%
Puts
Pseudo strike
402.86
IV
34.5%
B/E move
3.3%

35Δ

Calls
Pseudo strike
419.77
IV
29.1%
B/E move
2.7%
Puts
Pseudo strike
405.64
IV
33.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
417.60
IV
29.5%
B/E move
2.4%
Puts
Pseudo strike
408.42
IV
33.3%
B/E move
2.4%

45Δ

Calls
Pseudo strike
415.44
IV
29.8%
B/E move
2.1%
Puts
Pseudo strike
411.01
IV
32.9%
B/E move
2.0%

50Δ

Calls
Pseudo strike
413.27
IV
30.2%
B/E move
1.8%
Puts
Pseudo strike
413.37
IV
32.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
411.10
IV
30.5%
B/E move
1.6%
Puts
Pseudo strike
415.73
IV
32.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
408.90
IV
30.4%
B/E move
1.3%
Puts
Pseudo strike
418.09
IV
32.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
406.66
IV
29.9%
B/E move
1.1%
Puts
Pseudo strike
420.62
IV
32.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
404.41
IV
29.3%
B/E move
0.9%
Puts
Pseudo strike
423.91
IV
33.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
402.17
IV
28.7%
B/E move
0.7%
Puts
Pseudo strike
427.19
IV
34.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
399.89
IV
28.2%
B/E move
0.5%
Puts
Pseudo strike
430.85
IV
35.1%
B/E move
0.5%

Options history

IV · four-Friday blend26.96%
Daily EOD
WST24.4%32.9%41.3%2026-10-19: 37.70%2026-10-20: 37.89%2026-10-21: 38.19%2026-10-22: 38.69%2026-10-23: 39.14%2026-10-26: 40.04%2026-10-27: 40.17%2026-10-28: 38.34%2026-10-29: 25.59%2026-10-30: 26.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.70%
37.89%
38.19%
38.69%
39.14%
40.04%
40.17%
38.34%
25.59%
26.96%