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West Pharmaceutical Services Inc WST

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
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Market dataready · fetched 2026-10-23T04:07:30.926Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:30.061102+00:00

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$3.60$18.23$32.86$47.49$62.12$325.75$359.26$392.77$426.28$459.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WST spot · $394.03WST PRICE$5.18$7.14$9.20$11.30$13.74$16.45$19.37$22.61$26.10$29.88$34.36$40.17$46.75$6.86$9.14$11.50$14.12$17.03$20.13$23.41$27.54$32.20$37.38$42.59$49.64$57.91
PutsExpensive1.98×
CallsExpensive1.88×
SkewBearish+2.28 pp
Implied moveBearish±$42.78
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ442.5545.0%13.6%353.4452.2%12.0%
25Δ434.4646.2%12.1%362.2752.0%10.4%
30Δ427.0547.2%10.7%370.5751.2%8.9%
35Δ419.1547.1%9.2%378.0750.6%7.6%
40Δ412.1847.4%8.1%385.1950.2%6.6%
45Δ405.4147.8%7.1%392.1149.8%5.6%
50Δ398.7448.1%6.1%398.8949.2%4.7%
55Δ392.1248.4%5.3%405.8949.3%4.0%
60Δ385.4548.4%4.4%413.1749.5%3.3%
65Δ378.7048.3%3.7%420.7849.8%2.7%
70Δ371.6448.4%3.0%428.3749.0%2.1%
75Δ363.6049.4%2.5%437.4749.2%1.6%
80Δ354.9050.1%1.9%447.6349.3%1.1%

20Δ

Calls
Pseudo strike
442.55
IV
45.0%
B/E move
13.6%
Puts
Pseudo strike
353.44
IV
52.2%
B/E move
12.0%

25Δ

Calls
Pseudo strike
434.46
IV
46.2%
B/E move
12.1%
Puts
Pseudo strike
362.27
IV
52.0%
B/E move
10.4%

30Δ

Calls
Pseudo strike
427.05
IV
47.2%
B/E move
10.7%
Puts
Pseudo strike
370.57
IV
51.2%
B/E move
8.9%

35Δ

Calls
Pseudo strike
419.15
IV
47.1%
B/E move
9.2%
Puts
Pseudo strike
378.07
IV
50.6%
B/E move
7.6%

40Δ

Calls
Pseudo strike
412.18
IV
47.4%
B/E move
8.1%
Puts
Pseudo strike
385.19
IV
50.2%
B/E move
6.6%

45Δ

Calls
Pseudo strike
405.41
IV
47.8%
B/E move
7.1%
Puts
Pseudo strike
392.11
IV
49.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
398.74
IV
48.1%
B/E move
6.1%
Puts
Pseudo strike
398.89
IV
49.2%
B/E move
4.7%

55Δ

Calls
Pseudo strike
392.12
IV
48.4%
B/E move
5.3%
Puts
Pseudo strike
405.89
IV
49.3%
B/E move
4.0%

60Δ

Calls
Pseudo strike
385.45
IV
48.4%
B/E move
4.4%
Puts
Pseudo strike
413.17
IV
49.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
378.70
IV
48.3%
B/E move
3.7%
Puts
Pseudo strike
420.78
IV
49.8%
B/E move
2.7%

70Δ

Calls
Pseudo strike
371.64
IV
48.4%
B/E move
3.0%
Puts
Pseudo strike
428.37
IV
49.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
363.60
IV
49.4%
B/E move
2.5%
Puts
Pseudo strike
437.47
IV
49.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
354.90
IV
50.1%
B/E move
1.9%
Puts
Pseudo strike
447.63
IV
49.3%
B/E move
1.1%

Options history

No recorded observations