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Wave Life Sciences, Inc. Common Stock WVE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-13T01:26:14.139Z

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 · 2026-11-13T00:55:50.615123789Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:26:13.775365+00:00

Share price$3.19
1D-8.6%
AH$3.12$3.23$3.34$3.44$3.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWVE
Sold putSold callAH

Wave Life Sciences, Inc. Common Stock options

Live interpolated WVE call and put midpoint premiums by absolute delta.Wave Life Sciences, Inc. Common Stock$2.45$2.51$2.57$2.63$2.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWVE PRICE$2.46$2.60$2.66
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ5.51440.4%9.0%
75Δ5.62402.0%7.1%
80Δ2.37800.0%51.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.51
IV
440.4%
B/E move
9.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.62
IV
402.0%
B/E move
7.1%

80Δ

Calls
Pseudo strike
2.37
IV
800.0%
B/E move
51.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend269.35%
Daily EOD
WVE129.8%204.8%279.7%2026-10-19: 182.84%2026-10-20: 183.80%2026-10-21: 140.18%2026-10-22: 176.28%2026-10-23: 164.18%2026-10-26: 175.95%2026-10-27: 208.65%2026-10-28: 190.25%2026-10-29: 194.16%2026-10-30: 269.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
182.84%
183.80%
140.18%
176.28%
164.18%
175.95%
208.65%
190.25%
194.16%
269.35%