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West Pharmaceutical Services, Inc. WST

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Market datapartial · fetched 2026-10-23T03:15:32.768Z

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 · 2026-10-22T23:00:00.001030596Z

FundamentalsAlpha Vantage · unavailable

Share price$394.03
1D-1.6%
AH$385$388$392$395$3985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWST
Sold putSold callAH

West Pharmaceutical Services, Inc. options

Live interpolated WST call and put midpoint premiums by absolute delta.West Pharmaceutical Services, Inc.$3.59$18.27$32.95$47.63$62.30$326.82$359.78$392.73$425.68$458.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WST spot · $394.03WST PRICE$5.18$7.13$9.20$11.29$13.73$16.44$19.35$22.59$26.08$29.84$34.32$40.10$46.66$6.86$9.14$11.51$14.13$17.05$20.15$23.44$27.58$32.26$37.44$42.66$49.77$58.07
PutsExpensive1.95×
CallsExpensive1.84×
SkewBearish+2.36 pp
Implied moveBearish±$42.78
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ442.5744.2%13.6%353.4651.3%12.0%
25Δ434.4845.3%12.1%362.2951.1%10.4%
30Δ427.0746.4%10.7%370.6050.4%8.9%
35Δ419.1646.2%9.2%378.1049.8%7.6%
40Δ412.2046.5%8.1%385.2249.4%6.6%
45Δ405.4446.9%7.1%392.1649.0%5.6%
50Δ398.7847.3%6.1%398.9448.4%4.7%
55Δ392.1647.5%5.3%405.9548.5%4.0%
60Δ385.5047.5%4.5%413.2548.8%3.3%
65Δ378.7647.4%3.7%420.8749.0%2.7%
70Δ371.7147.5%3.0%428.4848.3%2.1%
75Δ363.6948.5%2.5%437.6348.5%1.6%
80Δ355.0249.1%1.9%447.8348.6%1.1%

20Δ

Calls
Pseudo strike
442.57
IV
44.2%
B/E move
13.6%
Puts
Pseudo strike
353.46
IV
51.3%
B/E move
12.0%

25Δ

Calls
Pseudo strike
434.48
IV
45.3%
B/E move
12.1%
Puts
Pseudo strike
362.29
IV
51.1%
B/E move
10.4%

30Δ

Calls
Pseudo strike
427.07
IV
46.4%
B/E move
10.7%
Puts
Pseudo strike
370.60
IV
50.4%
B/E move
8.9%

35Δ

Calls
Pseudo strike
419.16
IV
46.2%
B/E move
9.2%
Puts
Pseudo strike
378.10
IV
49.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
412.20
IV
46.5%
B/E move
8.1%
Puts
Pseudo strike
385.22
IV
49.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
405.44
IV
46.9%
B/E move
7.1%
Puts
Pseudo strike
392.16
IV
49.0%
B/E move
5.6%

50Δ

Calls
Pseudo strike
398.78
IV
47.3%
B/E move
6.1%
Puts
Pseudo strike
398.94
IV
48.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
392.16
IV
47.5%
B/E move
5.3%
Puts
Pseudo strike
405.95
IV
48.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
385.50
IV
47.5%
B/E move
4.5%
Puts
Pseudo strike
413.25
IV
48.8%
B/E move
3.3%

65Δ

Calls
Pseudo strike
378.76
IV
47.4%
B/E move
3.7%
Puts
Pseudo strike
420.87
IV
49.0%
B/E move
2.7%

70Δ

Calls
Pseudo strike
371.71
IV
47.5%
B/E move
3.0%
Puts
Pseudo strike
428.48
IV
48.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
363.69
IV
48.5%
B/E move
2.5%
Puts
Pseudo strike
437.63
IV
48.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
355.02
IV
49.1%
B/E move
1.9%
Puts
Pseudo strike
447.83
IV
48.6%
B/E move
1.1%

Options history

No recorded observations