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West Bancorporation Common Stock WTBA

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Market datapartial · fetched 2026-10-22T23:43:12.404Z

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 · 2026-10-22T20:00:00.428482591Z

FundamentalsAlpha Vantage · unavailable

Share price$30.30
1D+3.3%
AH$29.17$29.50$29.82$30.14$30.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTBA
Sold putSold callAH

West Bancorporation Common Stock options

Live interpolated WTBA call and put midpoint premiums by absolute delta.West Bancorporation Common Stock$1.06$2.96$4.86$6.75$8.65$20.74$24.97$29.21$33.45$37.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTBA spot · $30.30WTBA PRICE$2.41$2.13$1.84$1.55$1.27$1.27$2.19$3.11$4.02$4.94$2.45$2.27$2.07$1.88$1.69$1.75$2.42$3.09$3.77$4.44$5.11$8.11
PutsExpensive2.66×
CallsExpensive1.90×
SkewBearish+25.61 pp
Implied moveBearish±$3.97
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.29193.7%34.5%
25Δ24.01162.2%28.2%
30Δ25.63132.3%22.3%
35Δ39.73152.8%39.1%27.24102.4%16.3%
40Δ37.68125.9%31.4%28.8672.6%10.3%
45Δ35.6499.0%23.7%30.2552.4%5.9%
50Δ33.5972.0%16.0%31.1055.7%5.3%
55Δ31.5545.1%8.3%31.9558.9%4.8%
60Δ29.7626.0%2.4%32.8162.2%4.2%
65Δ28.7631.0%2.1%33.6665.5%3.6%
70Δ27.7735.9%1.9%34.5168.7%3.0%
75Δ26.7740.9%1.6%37.5390.0%2.9%
80Δ25.7745.8%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.29
IV
193.7%
B/E move
34.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.01
IV
162.2%
B/E move
28.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.63
IV
132.3%
B/E move
22.3%

35Δ

Calls
Pseudo strike
39.73
IV
152.8%
B/E move
39.1%
Puts
Pseudo strike
27.24
IV
102.4%
B/E move
16.3%

40Δ

Calls
Pseudo strike
37.68
IV
125.9%
B/E move
31.4%
Puts
Pseudo strike
28.86
IV
72.6%
B/E move
10.3%

45Δ

Calls
Pseudo strike
35.64
IV
99.0%
B/E move
23.7%
Puts
Pseudo strike
30.25
IV
52.4%
B/E move
5.9%

50Δ

Calls
Pseudo strike
33.59
IV
72.0%
B/E move
16.0%
Puts
Pseudo strike
31.10
IV
55.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
31.55
IV
45.1%
B/E move
8.3%
Puts
Pseudo strike
31.95
IV
58.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
29.76
IV
26.0%
B/E move
2.4%
Puts
Pseudo strike
32.81
IV
62.2%
B/E move
4.2%

65Δ

Calls
Pseudo strike
28.76
IV
31.0%
B/E move
2.1%
Puts
Pseudo strike
33.66
IV
65.5%
B/E move
3.6%

70Δ

Calls
Pseudo strike
27.77
IV
35.9%
B/E move
1.9%
Puts
Pseudo strike
34.51
IV
68.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
26.77
IV
40.9%
B/E move
1.6%
Puts
Pseudo strike
37.53
IV
90.0%
B/E move
2.9%

80Δ

Calls
Pseudo strike
25.77
IV
45.8%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations