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Wintrust Financial Corporation Common Stock WTFC

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Market datapartial · fetched 2026-10-22T23:44:50.226Z

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 · 2026-10-22T20:00:03.079599641Z

FundamentalsAlpha Vantage · unavailable

Share price$149.75
1D+1.6%
AH$147.16$147.87$148.58$149.29$150.005:30 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$1.01$4.63$8.24$11.85$15.47$135.20$142.35$149.51$156.66$163.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTFC spot · $149.75WTFC PRICE$1.40$1.62$1.88$2.21$2.63$3.05$3.47$4.13$4.96$5.80$6.64$7.58$8.59$1.55$2.02$2.49$3.01$3.56$4.10$4.70$5.36$6.01$6.67$8.42$10.74$14.42
PutsExpensive1.18×
CallsCheap0.87×
SkewBearish+4.64 pp
Implied moveBearish±$8.17
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.7331.5%9.6%140.0031.6%7.5%
25Δ158.8427.0%7.2%142.1030.6%6.5%
30Δ156.3624.5%5.7%144.2029.6%5.4%
35Δ154.4222.9%4.6%145.9728.8%4.5%
40Δ153.1322.4%4.0%147.5628.0%3.8%
45Δ151.8421.8%3.4%149.1427.2%3.1%
50Δ150.5621.3%2.9%150.6026.4%2.6%
55Δ149.2821.3%2.4%151.9125.7%2.1%
60Δ148.0121.8%2.2%153.2324.9%1.7%
65Δ146.7422.3%1.9%154.5424.1%1.3%
70Δ145.4722.8%1.6%156.6925.7%1.0%
75Δ144.1322.4%1.3%159.2728.6%0.8%
80Δ142.7521.6%1.1%163.2232.7%0.6%

20Δ

Calls
Pseudo strike
162.73
IV
31.5%
B/E move
9.6%
Puts
Pseudo strike
140.00
IV
31.6%
B/E move
7.5%

25Δ

Calls
Pseudo strike
158.84
IV
27.0%
B/E move
7.2%
Puts
Pseudo strike
142.10
IV
30.6%
B/E move
6.5%

30Δ

Calls
Pseudo strike
156.36
IV
24.5%
B/E move
5.7%
Puts
Pseudo strike
144.20
IV
29.6%
B/E move
5.4%

35Δ

Calls
Pseudo strike
154.42
IV
22.9%
B/E move
4.6%
Puts
Pseudo strike
145.97
IV
28.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
153.13
IV
22.4%
B/E move
4.0%
Puts
Pseudo strike
147.56
IV
28.0%
B/E move
3.8%

45Δ

Calls
Pseudo strike
151.84
IV
21.8%
B/E move
3.4%
Puts
Pseudo strike
149.14
IV
27.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
150.56
IV
21.3%
B/E move
2.9%
Puts
Pseudo strike
150.60
IV
26.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
149.28
IV
21.3%
B/E move
2.4%
Puts
Pseudo strike
151.91
IV
25.7%
B/E move
2.1%

60Δ

Calls
Pseudo strike
148.01
IV
21.8%
B/E move
2.2%
Puts
Pseudo strike
153.23
IV
24.9%
B/E move
1.7%

65Δ

Calls
Pseudo strike
146.74
IV
22.3%
B/E move
1.9%
Puts
Pseudo strike
154.54
IV
24.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
145.47
IV
22.8%
B/E move
1.6%
Puts
Pseudo strike
156.69
IV
25.7%
B/E move
1.0%

75Δ

Calls
Pseudo strike
144.13
IV
22.4%
B/E move
1.3%
Puts
Pseudo strike
159.27
IV
28.6%
B/E move
0.8%

80Δ

Calls
Pseudo strike
142.75
IV
21.6%
B/E move
1.1%
Puts
Pseudo strike
163.22
IV
32.7%
B/E move
0.6%

Options history

No recorded observations