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Wave Life Sciences, Inc. Common Stock WVE

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Market datapartial · fetched 2026-10-23T18:45:50.590Z

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 · 2026-10-23T18:45:28.157518565Z

FundamentalsAlpha Vantage · unavailable

Share price$3.13
1D-6.3%
$3.11$3.18$3.26$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$0.11$0.91$1.72$2.52$3.32$-0.11$1.50$3.12$4.73$6.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WVE spot · $3.13WVE PRICE$0.20$0.33$0.34$0.32$0.37$0.43$0.53$0.63$0.84$1.36$1.89$2.41$0.30$0.75$1.92$3.09$2.38$2.13$1.89$1.64$1.39$1.15
PutsExpensive2.90×
CallsExpensive2.87×
SkewBearish+3.15 pp
Implied moveBearish±$2.31
TiltBearish26.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.26225.7%37.1%
25Δ5.23193.0%73.5%2.95219.7%29.8%
30Δ6.58285.9%120.8%3.95361.9%35.2%
35Δ5.44236.4%84.4%4.95504.1%40.6%
40Δ3.91162.5%35.1%4.47413.2%33.0%
45Δ3.67157.6%28.9%4.38361.7%28.0%
50Δ3.45157.4%24.0%4.29310.1%23.0%
55Δ3.29168.2%21.9%4.21258.6%18.0%
60Δ3.12179.0%19.8%4.12207.0%13.0%
65Δ3.20235.7%29.0%4.03155.5%8.0%
70Δ3.95419.1%69.6%
75Δ4.70602.6%110.3%
80Δ5.44786.1%150.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
225.7%
B/E move
37.1%

25Δ

Calls
Pseudo strike
5.23
IV
193.0%
B/E move
73.5%
Puts
Pseudo strike
2.95
IV
219.7%
B/E move
29.8%

30Δ

Calls
Pseudo strike
6.58
IV
285.9%
B/E move
120.8%
Puts
Pseudo strike
3.95
IV
361.9%
B/E move
35.2%

35Δ

Calls
Pseudo strike
5.44
IV
236.4%
B/E move
84.4%
Puts
Pseudo strike
4.95
IV
504.1%
B/E move
40.6%

40Δ

Calls
Pseudo strike
3.91
IV
162.5%
B/E move
35.1%
Puts
Pseudo strike
4.47
IV
413.2%
B/E move
33.0%

45Δ

Calls
Pseudo strike
3.67
IV
157.6%
B/E move
28.9%
Puts
Pseudo strike
4.38
IV
361.7%
B/E move
28.0%

50Δ

Calls
Pseudo strike
3.45
IV
157.4%
B/E move
24.0%
Puts
Pseudo strike
4.29
IV
310.1%
B/E move
23.0%

55Δ

Calls
Pseudo strike
3.29
IV
168.2%
B/E move
21.9%
Puts
Pseudo strike
4.21
IV
258.6%
B/E move
18.0%

60Δ

Calls
Pseudo strike
3.12
IV
179.0%
B/E move
19.8%
Puts
Pseudo strike
4.12
IV
207.0%
B/E move
13.0%

65Δ

Calls
Pseudo strike
3.20
IV
235.7%
B/E move
29.0%
Puts
Pseudo strike
4.03
IV
155.5%
B/E move
8.0%

70Δ

Calls
Pseudo strike
3.95
IV
419.1%
B/E move
69.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.70
IV
602.6%
B/E move
110.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.44
IV
786.1%
B/E move
150.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations