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WW International, Inc. Common Stock WW

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T15:29:20.351Z

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 · 2026-11-12T15:25:17.944262543Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:29:19.633536+00:00

Share price$13.04
1D+1.2%
$12.77$12.86$12.95$13.04$13.135:30 AM6:30 AM9:00 AM1:00 PMWW
Sold putSold call

WW International, Inc. Common Stock options

Live interpolated WW call and put midpoint premiums by absolute delta.WW International, Inc. Common Stock$0.24$1.12$1.99$2.86$3.74$7.73$10.22$12.71$15.20$17.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WW spot · $13.04WW PRICE$0.34$0.42$0.49$0.64$0.80$0.95$1.11$1.26$1.42$1.67$1.99$2.31$2.63$0.49$0.57$0.65$0.73$0.89$1.12$1.36$1.59$1.83$2.06$2.30$3.49
Puts——
CallsCheap0.83×
Skew——
Implied moveBearish±$2.46
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.02176.4%33.1%10.44202.1%23.7%
25Δ16.04163.6%26.2%11.02183.5%19.8%
30Δ15.06150.9%19.3%11.61164.9%16.0%
35Δ14.63151.1%17.1%12.19146.3%12.1%
40Δ14.23152.1%15.3%12.67136.7%9.6%
45Δ13.84153.2%13.4%13.04137.1%8.6%
50Δ13.44154.3%11.6%13.41137.5%7.6%
55Δ13.04155.3%9.7%13.78137.9%6.6%
60Δ12.65156.4%7.9%14.14138.3%5.5%
65Δ12.22156.9%6.5%14.51138.7%4.5%
70Δ11.76157.0%5.5%14.88139.1%3.5%
75Δ11.31157.1%4.4%16.12167.7%3.1%
80Δ10.85157.3%3.4%

20Δ

Calls
Pseudo strike
17.02
IV
176.4%
B/E move
33.1%
Puts
Pseudo strike
10.44
IV
202.1%
B/E move
23.7%

25Δ

Calls
Pseudo strike
16.04
IV
163.6%
B/E move
26.2%
Puts
Pseudo strike
11.02
IV
183.5%
B/E move
19.8%

30Δ

Calls
Pseudo strike
15.06
IV
150.9%
B/E move
19.3%
Puts
Pseudo strike
11.61
IV
164.9%
B/E move
16.0%

35Δ

Calls
Pseudo strike
14.63
IV
151.1%
B/E move
17.1%
Puts
Pseudo strike
12.19
IV
146.3%
B/E move
12.1%

40Δ

Calls
Pseudo strike
14.23
IV
152.1%
B/E move
15.3%
Puts
Pseudo strike
12.67
IV
136.7%
B/E move
9.6%

45Δ

Calls
Pseudo strike
13.84
IV
153.2%
B/E move
13.4%
Puts
Pseudo strike
13.04
IV
137.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
13.44
IV
154.3%
B/E move
11.6%
Puts
Pseudo strike
13.41
IV
137.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
13.04
IV
155.3%
B/E move
9.7%
Puts
Pseudo strike
13.78
IV
137.9%
B/E move
6.6%

60Δ

Calls
Pseudo strike
12.65
IV
156.4%
B/E move
7.9%
Puts
Pseudo strike
14.14
IV
138.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
12.22
IV
156.9%
B/E move
6.5%
Puts
Pseudo strike
14.51
IV
138.7%
B/E move
4.5%

70Δ

Calls
Pseudo strike
11.76
IV
157.0%
B/E move
5.5%
Puts
Pseudo strike
14.88
IV
139.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.31
IV
157.1%
B/E move
4.4%
Puts
Pseudo strike
16.12
IV
167.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
10.85
IV
157.3%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend122.70%
Daily EOD
WW113.6%120.9%128.1%2026-10-19: 120.24%2026-10-20: 127.10%2026-10-21: 117.31%2026-10-22: 115.48%2026-10-23: 114.64%2026-10-26: 117.98%2026-10-27: 122.05%2026-10-28: 115.99%2026-10-29: 121.48%2026-10-30: 122.70%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
120.24%
127.10%
117.31%
115.48%
114.64%
117.98%
122.05%
115.99%
121.48%
122.70%