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The Western Union Company WU

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Market datapartial · fetched 2026-10-23T01:41:39.133Z

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 · 2026-10-22T23:58:50.566645363Z

FundamentalsAlpha Vantage · unavailable

Share price$6.47
1D+2.2%
AH$6.27$6.32$6.38$6.43$6.485:30 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$0.06$0.57$1.07$1.58$2.08$5.26$5.84$6.41$6.99$7.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WU spot · $6.47WU PRICE$0.11$0.12$0.14$0.19$0.24$0.29$0.34$0.39$0.44$0.49$0.54$0.58$0.76$0.14$0.16$0.20$0.26$0.31$0.37$0.42$0.48$0.53$0.59$0.64$1.26$1.94
PutsExpensive1.34×
CallsExpensive1.19×
SkewBearish+6.15 pp
Implied moveBearish±$0.76
TiltBearish22.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.2397.7%59.8%5.5368.7%16.7%
25Δ8.2263.0%28.9%5.8557.9%12.1%
30Δ6.9641.9%9.8%6.0652.3%9.5%
35Δ6.8641.9%9.0%6.1851.3%8.5%
40Δ6.7541.9%8.1%6.2950.4%7.6%
45Δ6.6541.9%7.3%6.4149.4%6.7%
50Δ6.5541.9%6.4%6.5248.5%5.7%
55Δ6.4441.9%5.6%6.6447.5%4.8%
60Δ6.3441.9%4.8%6.7646.6%3.8%
65Δ6.2441.9%3.9%6.8745.6%2.9%
70Δ6.1341.9%3.1%6.9944.7%2.0%
75Δ6.0341.9%2.3%7.6261.1%1.7%
80Δ5.8343.9%1.7%8.3079.6%1.6%

20Δ

Calls
Pseudo strike
10.23
IV
97.7%
B/E move
59.8%
Puts
Pseudo strike
5.53
IV
68.7%
B/E move
16.7%

25Δ

Calls
Pseudo strike
8.22
IV
63.0%
B/E move
28.9%
Puts
Pseudo strike
5.85
IV
57.9%
B/E move
12.1%

30Δ

Calls
Pseudo strike
6.96
IV
41.9%
B/E move
9.8%
Puts
Pseudo strike
6.06
IV
52.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
6.86
IV
41.9%
B/E move
9.0%
Puts
Pseudo strike
6.18
IV
51.3%
B/E move
8.5%

40Δ

Calls
Pseudo strike
6.75
IV
41.9%
B/E move
8.1%
Puts
Pseudo strike
6.29
IV
50.4%
B/E move
7.6%

45Δ

Calls
Pseudo strike
6.65
IV
41.9%
B/E move
7.3%
Puts
Pseudo strike
6.41
IV
49.4%
B/E move
6.7%

50Δ

Calls
Pseudo strike
6.55
IV
41.9%
B/E move
6.4%
Puts
Pseudo strike
6.52
IV
48.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
6.44
IV
41.9%
B/E move
5.6%
Puts
Pseudo strike
6.64
IV
47.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
6.34
IV
41.9%
B/E move
4.8%
Puts
Pseudo strike
6.76
IV
46.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
6.24
IV
41.9%
B/E move
3.9%
Puts
Pseudo strike
6.87
IV
45.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
6.13
IV
41.9%
B/E move
3.1%
Puts
Pseudo strike
6.99
IV
44.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
6.03
IV
41.9%
B/E move
2.3%
Puts
Pseudo strike
7.62
IV
61.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
5.83
IV
43.9%
B/E move
1.7%
Puts
Pseudo strike
8.30
IV
79.6%
B/E move
1.6%

Options history

No recorded observations