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Wave Life Sciences, Inc. Common Stock WVE

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Market datapartial · fetched 2026-10-23T15:50:32.353Z

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 · 2026-10-23T15:49:50.639325567Z

FundamentalsAlpha Vantage · unavailable

Share price$3.19
1D-4.9%
$3.16$3.22$3.28$3.34$3.415:30 AM6:30 AM9:00 AM1:00 PMWVE
Sold putSold call

Wave Life Sciences, Inc. Common Stock options

Live interpolated WVE call and put midpoint premiums by absolute delta.Wave Life Sciences, Inc. Common Stock$0.03$1.02$2.01$3.00$4.00$-0.18$1.45$3.07$4.69$6.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WVE spot · $3.19WVE PRICE$0.14$0.20$0.34$0.34$0.32$0.40$0.48$0.56$0.63$0.75$1.29$1.83$2.38$0.92$1.70$2.47$2.04$2.31$2.04$1.78$1.51$1.24$2.76$3.08$3.39$3.71
PutsExpensive2.96×
CallsExpensive2.72×
SkewBearish+26.29 pp
Implied moveBearish±$2.26
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.36169.0%72.6%2.59348.3%47.6%
25Δ5.21186.4%69.9%3.43406.7%45.6%
30Δ6.60281.6%117.9%4.27465.1%43.6%
35Δ5.48232.8%82.7%4.19368.6%32.7%
40Δ3.95161.1%34.1%4.45405.8%32.9%
45Δ3.77169.5%31.1%4.35350.3%27.5%
50Δ3.60177.9%28.1%4.25294.8%22.2%
55Δ3.41181.7%24.5%4.16239.3%16.8%
60Δ3.20179.3%20.2%4.06183.8%11.4%
65Δ3.07194.1%19.8%5.57263.8%11.7%
70Δ3.84387.3%61.2%5.95247.0%9.8%
75Δ4.62580.6%102.6%6.33230.1%7.9%
80Δ5.39773.8%144.0%6.70213.2%6.0%

20Δ

Calls
Pseudo strike
5.36
IV
169.0%
B/E move
72.6%
Puts
Pseudo strike
2.59
IV
348.3%
B/E move
47.6%

25Δ

Calls
Pseudo strike
5.21
IV
186.4%
B/E move
69.9%
Puts
Pseudo strike
3.43
IV
406.7%
B/E move
45.6%

30Δ

Calls
Pseudo strike
6.60
IV
281.6%
B/E move
117.9%
Puts
Pseudo strike
4.27
IV
465.1%
B/E move
43.6%

35Δ

Calls
Pseudo strike
5.48
IV
232.8%
B/E move
82.7%
Puts
Pseudo strike
4.19
IV
368.6%
B/E move
32.7%

40Δ

Calls
Pseudo strike
3.95
IV
161.1%
B/E move
34.1%
Puts
Pseudo strike
4.45
IV
405.8%
B/E move
32.9%

45Δ

Calls
Pseudo strike
3.77
IV
169.5%
B/E move
31.1%
Puts
Pseudo strike
4.35
IV
350.3%
B/E move
27.5%

50Δ

Calls
Pseudo strike
3.60
IV
177.9%
B/E move
28.1%
Puts
Pseudo strike
4.25
IV
294.8%
B/E move
22.2%

55Δ

Calls
Pseudo strike
3.41
IV
181.7%
B/E move
24.5%
Puts
Pseudo strike
4.16
IV
239.3%
B/E move
16.8%

60Δ

Calls
Pseudo strike
3.20
IV
179.3%
B/E move
20.2%
Puts
Pseudo strike
4.06
IV
183.8%
B/E move
11.4%

65Δ

Calls
Pseudo strike
3.07
IV
194.1%
B/E move
19.8%
Puts
Pseudo strike
5.57
IV
263.8%
B/E move
11.7%

70Δ

Calls
Pseudo strike
3.84
IV
387.3%
B/E move
61.2%
Puts
Pseudo strike
5.95
IV
247.0%
B/E move
9.8%

75Δ

Calls
Pseudo strike
4.62
IV
580.6%
B/E move
102.6%
Puts
Pseudo strike
6.33
IV
230.1%
B/E move
7.9%

80Δ

Calls
Pseudo strike
5.39
IV
773.8%
B/E move
144.0%
Puts
Pseudo strike
6.70
IV
213.2%
B/E move
6.0%

Options history

No recorded observations