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The Western Union Company WU

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Market datapartial · fetched 2026-10-22T18:52:26.666Z

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 · 2026-10-22T18:52:20.99003458Z

FundamentalsAlpha Vantage · unavailable

Share price$6.42
1D+1.9%
$6.27$6.32$6.36$6.41$6.455:30 AM6:30 AM9:00 AM1:00 PMWU
Sold putSold call

The Western Union Company options

Live interpolated WU call and put midpoint premiums by absolute delta.The Western Union Company$0.11$0.50$0.90$1.29$1.69$5.20$5.78$6.37$6.95$7.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WU spot · $6.42WU PRICE$0.16$0.22$0.27$0.33$0.39$0.45$0.50$0.56$0.62$0.76$0.91$0.15$0.17$0.19$0.25$0.31$0.37$0.43$0.50$0.56$0.62$0.68$1.03$1.57
PutsExpensive1.36×
CallsExpensive1.24×
SkewBearish+5.31 pp
Implied moveBearish±$0.82
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.1491.3%22.3%
25Δ5.6467.5%14.7%
30Δ6.9344.9%10.5%6.0350.1%9.0%
35Δ6.8245.9%9.7%6.1549.7%8.1%
40Δ6.7046.9%8.8%6.2649.2%7.2%
45Δ6.5947.9%7.9%6.3848.8%6.4%
50Δ6.4748.9%7.0%6.4948.3%5.5%
55Δ6.3649.8%6.1%6.6147.9%4.7%
60Δ6.2450.8%5.2%6.7347.4%3.8%
65Δ6.1351.8%4.3%6.8446.9%3.0%
70Δ6.0252.8%3.4%6.9646.5%2.1%
75Δ5.8452.1%2.8%7.3553.1%1.6%
80Δ5.6551.2%2.2%7.9164.1%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.14
IV
91.3%
B/E move
22.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.64
IV
67.5%
B/E move
14.7%

30Δ

Calls
Pseudo strike
6.93
IV
44.9%
B/E move
10.5%
Puts
Pseudo strike
6.03
IV
50.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
6.82
IV
45.9%
B/E move
9.7%
Puts
Pseudo strike
6.15
IV
49.7%
B/E move
8.1%

40Δ

Calls
Pseudo strike
6.70
IV
46.9%
B/E move
8.8%
Puts
Pseudo strike
6.26
IV
49.2%
B/E move
7.2%

45Δ

Calls
Pseudo strike
6.59
IV
47.9%
B/E move
7.9%
Puts
Pseudo strike
6.38
IV
48.8%
B/E move
6.4%

50Δ

Calls
Pseudo strike
6.47
IV
48.9%
B/E move
7.0%
Puts
Pseudo strike
6.49
IV
48.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
6.36
IV
49.8%
B/E move
6.1%
Puts
Pseudo strike
6.61
IV
47.9%
B/E move
4.7%

60Δ

Calls
Pseudo strike
6.24
IV
50.8%
B/E move
5.2%
Puts
Pseudo strike
6.73
IV
47.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
6.13
IV
51.8%
B/E move
4.3%
Puts
Pseudo strike
6.84
IV
46.9%
B/E move
3.0%

70Δ

Calls
Pseudo strike
6.02
IV
52.8%
B/E move
3.4%
Puts
Pseudo strike
6.96
IV
46.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
5.84
IV
52.1%
B/E move
2.8%
Puts
Pseudo strike
7.35
IV
53.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
5.65
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
7.91
IV
64.1%
B/E move
1.3%

Options history

No recorded observations