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WW International, Inc. Common Stock WW

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Market datapartial · fetched 2026-10-23T03:14:53.116Z

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 · 2026-10-22T20:00:00.373300509Z

FundamentalsAlpha Vantage · unavailable

Share price$14.12
1D-0.9%
AH$13.83$13.99$14.15$14.31$14.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWW
Sold putSold callAH

WW International, Inc. Common Stock options

Live interpolated WW call and put midpoint premiums by absolute delta.WW International, Inc. Common Stock$0.28$2.37$4.45$6.53$8.61$7.17$10.71$14.26$17.81$21.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WW spot · $14.12WW PRICE$0.51$1.17$1.11$0.97$1.15$1.33$1.54$1.95$2.35$2.76$3.17$3.61$4.04$0.71$0.91$1.13$1.45$1.78$2.11$2.51$4.75$5.52$5.97$6.42$7.10$8.01
PutsExpensive1.41×
CallsExpensive1.28×
SkewBullish-7.16 pp
Implied moveBearish±$4.04
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.68136.3%57.2%11.00131.1%27.1%
25Δ34.71283.8%154.1%11.78126.3%23.0%
30Δ22.69196.0%68.5%12.55121.8%19.1%
35Δ17.22122.5%28.8%13.17121.8%17.0%
40Δ16.46120.3%24.7%13.79121.8%15.0%
45Δ15.69118.0%20.6%14.40121.8%12.9%
50Δ14.94116.8%16.7%15.07123.6%11.0%
55Δ14.31124.9%15.2%17.13174.8%12.3%
60Δ13.68133.0%13.6%18.12175.9%10.8%
65Δ13.06141.1%12.0%18.87165.9%8.7%
70Δ12.42147.9%10.4%19.62156.0%6.5%
75Δ11.68144.5%8.3%20.55148.5%4.7%
80Δ10.95141.1%6.1%21.66143.3%3.3%

20Δ

Calls
Pseudo strike
21.68
IV
136.3%
B/E move
57.2%
Puts
Pseudo strike
11.00
IV
131.1%
B/E move
27.1%

25Δ

Calls
Pseudo strike
34.71
IV
283.8%
B/E move
154.1%
Puts
Pseudo strike
11.78
IV
126.3%
B/E move
23.0%

30Δ

Calls
Pseudo strike
22.69
IV
196.0%
B/E move
68.5%
Puts
Pseudo strike
12.55
IV
121.8%
B/E move
19.1%

35Δ

Calls
Pseudo strike
17.22
IV
122.5%
B/E move
28.8%
Puts
Pseudo strike
13.17
IV
121.8%
B/E move
17.0%

40Δ

Calls
Pseudo strike
16.46
IV
120.3%
B/E move
24.7%
Puts
Pseudo strike
13.79
IV
121.8%
B/E move
15.0%

45Δ

Calls
Pseudo strike
15.69
IV
118.0%
B/E move
20.6%
Puts
Pseudo strike
14.40
IV
121.8%
B/E move
12.9%

50Δ

Calls
Pseudo strike
14.94
IV
116.8%
B/E move
16.7%
Puts
Pseudo strike
15.07
IV
123.6%
B/E move
11.0%

55Δ

Calls
Pseudo strike
14.31
IV
124.9%
B/E move
15.2%
Puts
Pseudo strike
17.13
IV
174.8%
B/E move
12.3%

60Δ

Calls
Pseudo strike
13.68
IV
133.0%
B/E move
13.6%
Puts
Pseudo strike
18.12
IV
175.9%
B/E move
10.8%

65Δ

Calls
Pseudo strike
13.06
IV
141.1%
B/E move
12.0%
Puts
Pseudo strike
18.87
IV
165.9%
B/E move
8.7%

70Δ

Calls
Pseudo strike
12.42
IV
147.9%
B/E move
10.4%
Puts
Pseudo strike
19.62
IV
156.0%
B/E move
6.5%

75Δ

Calls
Pseudo strike
11.68
IV
144.5%
B/E move
8.3%
Puts
Pseudo strike
20.55
IV
148.5%
B/E move
4.7%

80Δ

Calls
Pseudo strike
10.95
IV
141.1%
B/E move
6.1%
Puts
Pseudo strike
21.66
IV
143.3%
B/E move
3.3%

Options history

No recorded observations