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WW International, Inc WW

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-10-23T04:07:29.329Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:28.580695+00:00

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 options

Live interpolated WW call and put midpoint premiums by absolute delta.WW International, Inc$0.29$2.37$4.45$6.53$8.61$7.07$10.67$14.26$17.86$21.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WW spot · $14.12WW PRICE$0.51$1.17$1.11$0.97$1.15$1.33$1.54$1.95$2.36$2.76$3.18$3.61$4.05$0.71$0.91$1.12$1.45$1.78$2.11$2.50$4.74$5.52$5.97$6.42$7.10$8.01
PutsExpensive1.43×
CallsExpensive1.30×
SkewBullish-7.13 pp
Implied moveBearish±$4.04
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.74138.8%57.6%11.00132.0%27.1%
25Δ34.71283.9%154.1%11.78127.8%23.0%
30Δ22.69196.7%68.5%12.55124.0%19.1%
35Δ17.22124.7%28.8%13.17123.9%17.0%
40Δ16.46122.4%24.7%13.78123.9%15.0%
45Δ15.69120.1%20.6%14.40123.9%12.9%
50Δ14.94118.9%16.7%15.07125.5%11.0%
55Δ14.31127.1%15.1%17.12177.6%12.3%
60Δ13.68135.4%13.6%18.11178.9%10.8%
65Δ13.06143.6%12.0%18.87168.8%8.7%
70Δ12.41150.5%10.4%19.62158.7%6.5%
75Δ11.68147.0%8.3%20.55150.5%4.8%
80Δ10.94143.4%6.1%21.66144.2%3.3%

20Δ

Calls
Pseudo strike
21.74
IV
138.8%
B/E move
57.6%
Puts
Pseudo strike
11.00
IV
132.0%
B/E move
27.1%

25Δ

Calls
Pseudo strike
34.71
IV
283.9%
B/E move
154.1%
Puts
Pseudo strike
11.78
IV
127.8%
B/E move
23.0%

30Δ

Calls
Pseudo strike
22.69
IV
196.7%
B/E move
68.5%
Puts
Pseudo strike
12.55
IV
124.0%
B/E move
19.1%

35Δ

Calls
Pseudo strike
17.22
IV
124.7%
B/E move
28.8%
Puts
Pseudo strike
13.17
IV
123.9%
B/E move
17.0%

40Δ

Calls
Pseudo strike
16.46
IV
122.4%
B/E move
24.7%
Puts
Pseudo strike
13.78
IV
123.9%
B/E move
15.0%

45Δ

Calls
Pseudo strike
15.69
IV
120.1%
B/E move
20.6%
Puts
Pseudo strike
14.40
IV
123.9%
B/E move
12.9%

50Δ

Calls
Pseudo strike
14.94
IV
118.9%
B/E move
16.7%
Puts
Pseudo strike
15.07
IV
125.5%
B/E move
11.0%

55Δ

Calls
Pseudo strike
14.31
IV
127.1%
B/E move
15.1%
Puts
Pseudo strike
17.12
IV
177.6%
B/E move
12.3%

60Δ

Calls
Pseudo strike
13.68
IV
135.4%
B/E move
13.6%
Puts
Pseudo strike
18.11
IV
178.9%
B/E move
10.8%

65Δ

Calls
Pseudo strike
13.06
IV
143.6%
B/E move
12.0%
Puts
Pseudo strike
18.87
IV
168.8%
B/E move
8.7%

70Δ

Calls
Pseudo strike
12.41
IV
150.5%
B/E move
10.4%
Puts
Pseudo strike
19.62
IV
158.7%
B/E move
6.5%

75Δ

Calls
Pseudo strike
11.68
IV
147.0%
B/E move
8.3%
Puts
Pseudo strike
20.55
IV
150.5%
B/E move
4.8%

80Δ

Calls
Pseudo strike
10.94
IV
143.4%
B/E move
6.1%
Puts
Pseudo strike
21.66
IV
144.2%
B/E move
3.3%

Options history

No recorded observations