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Wintrust Financial Corporation Common Stock WTFC

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Market datapartial · fetched 2026-10-22T18:08:32.581Z

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 · 2026-10-22T18:07:27.493708462Z

FundamentalsAlpha Vantage · unavailable

Share price$148.99
1D+1.1%
$147.19$147.82$148.45$149.08$149.715:30 AM6:30 AM9:00 AM1:00 PMWTFC
Sold putSold call

Wintrust Financial Corporation Common Stock options

Live interpolated WTFC call and put midpoint premiums by absolute delta.Wintrust Financial Corporation Common Stock$1.01$4.81$8.60$12.39$16.18$134.00$141.26$148.52$155.78$163.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WTFC spot · $148.99WTFC PRICE$1.42$1.60$1.77$2.20$2.63$3.07$3.55$4.23$4.91$5.58$6.26$7.35$8.43$1.51$1.88$2.30$2.80$3.45$4.10$4.75$5.77$6.82$7.87$10.01$12.46$15.08
PutsExpensive1.22×
CallsCheap0.87×
SkewBearish+5.83 pp
Implied moveBearish±$8.30
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ162.1531.9%9.8%139.3031.1%7.5%
25Δ158.0526.9%7.2%141.7528.8%6.1%
30Δ154.9322.9%5.2%143.7727.6%5.0%
35Δ153.6322.6%4.6%145.5626.8%4.2%
40Δ152.3222.3%4.0%147.0026.9%3.7%
45Δ151.0122.1%3.4%148.4426.9%3.1%
50Δ149.7321.8%2.9%149.8826.9%2.6%
55Δ148.5521.8%2.5%151.4627.4%2.2%
60Δ147.3621.8%2.2%153.0627.8%1.8%
65Δ146.1721.8%1.9%154.6528.3%1.5%
70Δ144.9821.8%1.5%157.1730.6%1.2%
75Δ143.5421.6%1.3%159.9533.3%1.0%
80Δ142.0921.3%1.0%163.0434.2%0.7%

20Δ

Calls
Pseudo strike
162.15
IV
31.9%
B/E move
9.8%
Puts
Pseudo strike
139.30
IV
31.1%
B/E move
7.5%

25Δ

Calls
Pseudo strike
158.05
IV
26.9%
B/E move
7.2%
Puts
Pseudo strike
141.75
IV
28.8%
B/E move
6.1%

30Δ

Calls
Pseudo strike
154.93
IV
22.9%
B/E move
5.2%
Puts
Pseudo strike
143.77
IV
27.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
153.63
IV
22.6%
B/E move
4.6%
Puts
Pseudo strike
145.56
IV
26.8%
B/E move
4.2%

40Δ

Calls
Pseudo strike
152.32
IV
22.3%
B/E move
4.0%
Puts
Pseudo strike
147.00
IV
26.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
151.01
IV
22.1%
B/E move
3.4%
Puts
Pseudo strike
148.44
IV
26.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
149.73
IV
21.8%
B/E move
2.9%
Puts
Pseudo strike
149.88
IV
26.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
148.55
IV
21.8%
B/E move
2.5%
Puts
Pseudo strike
151.46
IV
27.4%
B/E move
2.2%

60Δ

Calls
Pseudo strike
147.36
IV
21.8%
B/E move
2.2%
Puts
Pseudo strike
153.06
IV
27.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
146.17
IV
21.8%
B/E move
1.9%
Puts
Pseudo strike
154.65
IV
28.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
144.98
IV
21.8%
B/E move
1.5%
Puts
Pseudo strike
157.17
IV
30.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
143.54
IV
21.6%
B/E move
1.3%
Puts
Pseudo strike
159.95
IV
33.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
142.09
IV
21.3%
B/E move
1.0%
Puts
Pseudo strike
163.04
IV
34.2%
B/E move
0.7%

Options history

No recorded observations