IntraAlpha
Create free account Start free

Woodward, Inc. Common Stock WWD

i

Market dataready · fetched 2026-11-12T02:51:35.753Z

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 · 2026-11-11T21:01:17.806738016Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:51:35.274324+00:00

Share price$337.55
1D+0.6%
AH$331$333$336$338$3405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWWD
Sold putSold callAH

Woodward, Inc. Common Stock options

Live interpolated WWD call and put midpoint premiums by absolute delta.Woodward, Inc. Common Stock$3.05$13.59$24.13$34.68$45.22$286.57$311.74$336.91$362.09$387.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WWD spot · $337.55WWD PRICE$4.19$5.40$6.68$8.74$10.81$12.56$14.23$17.86$21.46$23.88$26.52$32.44$39.04$5.60$7.03$8.88$11.22$13.73$15.74$17.77$20.59$23.46$26.73$30.33$35.26$42.18
PutsExpensive1.44×
CallsExpensive1.21×
SkewBearish+2.44 pp
Implied moveBearish±$32.00
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ375.8074.7%12.6%303.1988.7%11.8%
25Δ367.2372.0%10.4%312.0082.9%9.7%
30Δ360.1170.0%8.7%318.3881.9%8.3%
35Δ355.4173.1%7.9%324.1282.6%7.3%
40Δ350.7576.2%7.1%329.6484.0%6.4%
45Δ345.4774.6%6.1%335.0380.9%5.4%
50Δ340.0572.1%5.0%340.4077.6%4.4%
55Δ334.9177.1%4.5%345.5276.6%3.7%
60Δ329.7881.9%4.1%350.6575.5%3.1%
65Δ324.7378.8%3.3%355.8474.1%2.5%
70Δ319.5576.3%2.5%361.2773.0%2.0%
75Δ312.2881.5%2.1%367.6873.1%1.5%
80Δ304.2285.6%1.7%375.9074.9%1.1%

20Δ

Calls
Pseudo strike
375.80
IV
74.7%
B/E move
12.6%
Puts
Pseudo strike
303.19
IV
88.7%
B/E move
11.8%

25Δ

Calls
Pseudo strike
367.23
IV
72.0%
B/E move
10.4%
Puts
Pseudo strike
312.00
IV
82.9%
B/E move
9.7%

30Δ

Calls
Pseudo strike
360.11
IV
70.0%
B/E move
8.7%
Puts
Pseudo strike
318.38
IV
81.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
355.41
IV
73.1%
B/E move
7.9%
Puts
Pseudo strike
324.12
IV
82.6%
B/E move
7.3%

40Δ

Calls
Pseudo strike
350.75
IV
76.2%
B/E move
7.1%
Puts
Pseudo strike
329.64
IV
84.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
345.47
IV
74.6%
B/E move
6.1%
Puts
Pseudo strike
335.03
IV
80.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
340.05
IV
72.1%
B/E move
5.0%
Puts
Pseudo strike
340.40
IV
77.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
334.91
IV
77.1%
B/E move
4.5%
Puts
Pseudo strike
345.52
IV
76.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
329.78
IV
81.9%
B/E move
4.1%
Puts
Pseudo strike
350.65
IV
75.5%
B/E move
3.1%

65Δ

Calls
Pseudo strike
324.73
IV
78.8%
B/E move
3.3%
Puts
Pseudo strike
355.84
IV
74.1%
B/E move
2.5%

70Δ

Calls
Pseudo strike
319.55
IV
76.3%
B/E move
2.5%
Puts
Pseudo strike
361.27
IV
73.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
312.28
IV
81.5%
B/E move
2.1%
Puts
Pseudo strike
367.68
IV
73.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
304.22
IV
85.6%
B/E move
1.7%
Puts
Pseudo strike
375.90
IV
74.9%
B/E move
1.1%

Options history

IV · four-Friday blend47.37%
Daily EOD
WWD41.4%44.6%47.8%2026-10-19: 41.82%2026-10-20: 42.62%2026-10-21: 42.95%2026-10-22: 45.08%2026-10-23: 45.08%2026-10-26: 45.52%2026-10-27: 45.78%2026-10-28: 45.71%2026-10-29: 44.44%2026-10-30: 47.37%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.82%
42.62%
42.95%
45.08%
45.08%
45.52%
45.78%
45.71%
44.44%
47.37%