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The Western Union Company WU

i

Market dataready · fetched 2026-11-12T03:03:32.871Z

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 · 2026-11-12T00:56:06.605920409Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:03:32.439279+00:00

Share price$6.74
1D-4.1%
AH$6.68$6.80$6.91$7.03$7.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWU
Sold putSold callAH

The Western Union Company options

Live interpolated WU call and put midpoint premiums by absolute delta.The Western Union Company$0.03$0.27$0.51$0.76$1.00$5.78$6.29$6.81$7.32$7.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WU spot · $6.74WU PRICE$0.06$0.07$0.09$0.16$0.23$0.31$0.38$0.46$0.53$0.60$0.68$0.75$0.82$0.09$0.12$0.14$0.17$0.20$0.23$0.25$0.28$0.31$0.34$0.46$0.69$0.93
PutsCheap0.80×
CallsCheap0.74×
SkewBullish-4.90 pp
Implied moveBullish±$0.63
TiltBullish9.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.7767.1%16.1%6.1367.7%10.4%
25Δ7.3552.3%10.0%6.2265.5%9.5%
30Δ6.9840.7%4.9%6.3163.3%8.5%
35Δ6.8945.4%4.5%6.4061.1%7.6%
40Δ6.7950.1%4.2%6.5058.9%6.6%
45Δ6.7054.8%3.9%6.5956.7%5.7%
50Δ6.6059.5%3.6%6.6854.5%4.7%
55Δ6.5164.2%3.3%6.7752.3%3.8%
60Δ6.4169.0%3.0%6.8650.1%2.8%
65Δ6.3273.7%2.6%6.9547.9%1.9%
70Δ6.2278.4%2.3%7.1251.5%1.3%
75Δ6.1383.1%2.0%7.3661.4%1.1%
80Δ6.0387.8%1.7%7.6171.4%0.9%

20Δ

Calls
Pseudo strike
7.77
IV
67.1%
B/E move
16.1%
Puts
Pseudo strike
6.13
IV
67.7%
B/E move
10.4%

25Δ

Calls
Pseudo strike
7.35
IV
52.3%
B/E move
10.0%
Puts
Pseudo strike
6.22
IV
65.5%
B/E move
9.5%

30Δ

Calls
Pseudo strike
6.98
IV
40.7%
B/E move
4.9%
Puts
Pseudo strike
6.31
IV
63.3%
B/E move
8.5%

35Δ

Calls
Pseudo strike
6.89
IV
45.4%
B/E move
4.5%
Puts
Pseudo strike
6.40
IV
61.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
6.79
IV
50.1%
B/E move
4.2%
Puts
Pseudo strike
6.50
IV
58.9%
B/E move
6.6%

45Δ

Calls
Pseudo strike
6.70
IV
54.8%
B/E move
3.9%
Puts
Pseudo strike
6.59
IV
56.7%
B/E move
5.7%

50Δ

Calls
Pseudo strike
6.60
IV
59.5%
B/E move
3.6%
Puts
Pseudo strike
6.68
IV
54.5%
B/E move
4.7%

55Δ

Calls
Pseudo strike
6.51
IV
64.2%
B/E move
3.3%
Puts
Pseudo strike
6.77
IV
52.3%
B/E move
3.8%

60Δ

Calls
Pseudo strike
6.41
IV
69.0%
B/E move
3.0%
Puts
Pseudo strike
6.86
IV
50.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
6.32
IV
73.7%
B/E move
2.6%
Puts
Pseudo strike
6.95
IV
47.9%
B/E move
1.9%

70Δ

Calls
Pseudo strike
6.22
IV
78.4%
B/E move
2.3%
Puts
Pseudo strike
7.12
IV
51.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
6.13
IV
83.1%
B/E move
2.0%
Puts
Pseudo strike
7.36
IV
61.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
6.03
IV
87.8%
B/E move
1.7%
Puts
Pseudo strike
7.61
IV
71.4%
B/E move
0.9%

Options history

IV · four-Friday blend50.83%
Daily EOD
WU42.6%47.0%51.4%2026-10-19: 43.39%2026-10-20: 45.31%2026-10-21: 45.00%2026-10-22: 43.26%2026-10-23: 45.04%2026-10-26: 45.81%2026-10-27: 46.42%2026-10-28: 47.87%2026-10-29: 47.94%2026-10-30: 50.83%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.39%
45.31%
45.00%
43.26%
45.04%
45.81%
46.42%
47.87%
47.94%
50.83%