IntraAlpha
Create free account Start free

Wintrust Financial Corporation Common Stock WTFC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-12T01:39:44.543Z

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 · 2026-11-11T21:00:00.616238774Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:39:44.199367+00:00

Share price$154.97
1D+0.5%
AH$153.25$153.77$154.29$154.81$155.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWTFC
Sold putSold callAH

Wintrust Financial Corporation Common Stock options

Live interpolated WTFC call and put midpoint premiums by absolute delta.Wintrust Financial Corporation Common Stock$0.95$2.36$3.77$5.18$6.59$145.95$150.83$155.72$160.60$165.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WTFC spot · $154.97WTFC PRICE$1.14$1.31$1.51$1.77$2.04$2.30$2.57$3.05$3.64$4.23$4.82$5.41$6.19$1.10$1.43$1.72$1.95$2.18$2.42$2.73$3.24$3.74$4.25$4.75$5.26
Puts——
CallsCheap0.85×
Skew——
Implied moveBearish±$5.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.7744.0%7.1%147.5038.5%5.5%
25Δ162.1038.5%5.4%149.1738.3%4.7%
30Δ159.7733.8%4.1%150.6036.8%3.9%
35Δ158.6632.2%3.5%151.7934.2%3.3%
40Δ157.5530.5%3.0%152.9931.6%2.7%
45Δ156.4528.9%2.4%154.1828.9%2.1%
50Δ155.3427.2%1.9%155.2627.0%1.6%
55Δ154.3826.7%1.6%156.1026.6%1.4%
60Δ153.4726.8%1.4%156.9326.1%1.2%
65Δ152.5726.8%1.2%157.7725.7%0.9%
70Δ151.6626.9%1.0%158.6025.3%0.7%
75Δ150.7626.9%0.8%159.4424.8%0.5%
80Δ149.6827.3%0.6%

20Δ

Calls
Pseudo strike
164.77
IV
44.0%
B/E move
7.1%
Puts
Pseudo strike
147.50
IV
38.5%
B/E move
5.5%

25Δ

Calls
Pseudo strike
162.10
IV
38.5%
B/E move
5.4%
Puts
Pseudo strike
149.17
IV
38.3%
B/E move
4.7%

30Δ

Calls
Pseudo strike
159.77
IV
33.8%
B/E move
4.1%
Puts
Pseudo strike
150.60
IV
36.8%
B/E move
3.9%

35Δ

Calls
Pseudo strike
158.66
IV
32.2%
B/E move
3.5%
Puts
Pseudo strike
151.79
IV
34.2%
B/E move
3.3%

40Δ

Calls
Pseudo strike
157.55
IV
30.5%
B/E move
3.0%
Puts
Pseudo strike
152.99
IV
31.6%
B/E move
2.7%

45Δ

Calls
Pseudo strike
156.45
IV
28.9%
B/E move
2.4%
Puts
Pseudo strike
154.18
IV
28.9%
B/E move
2.1%

50Δ

Calls
Pseudo strike
155.34
IV
27.2%
B/E move
1.9%
Puts
Pseudo strike
155.26
IV
27.0%
B/E move
1.6%

55Δ

Calls
Pseudo strike
154.38
IV
26.7%
B/E move
1.6%
Puts
Pseudo strike
156.10
IV
26.6%
B/E move
1.4%

60Δ

Calls
Pseudo strike
153.47
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
156.93
IV
26.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
152.57
IV
26.8%
B/E move
1.2%
Puts
Pseudo strike
157.77
IV
25.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
151.66
IV
26.9%
B/E move
1.0%
Puts
Pseudo strike
158.60
IV
25.3%
B/E move
0.7%

75Δ

Calls
Pseudo strike
150.76
IV
26.9%
B/E move
0.8%
Puts
Pseudo strike
159.44
IV
24.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
149.68
IV
27.3%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.62%
Daily EOD
WTFC24.3%26.0%27.8%2026-10-19: 27.51%2026-10-20: 25.52%2026-10-21: 25.77%2026-10-22: 25.16%2026-10-23: 24.96%2026-10-26: 25.16%2026-10-27: 25.02%2026-10-28: 25.06%2026-10-29: 24.57%2026-10-30: 25.62%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.51%
25.52%
25.77%
25.16%
24.96%
25.16%
25.02%
25.06%
24.57%
25.62%