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Wolverine World Wide, Inc. WWW

i

Market dataready · fetched 2026-11-11T23:28:03.600Z

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 · 2026-11-11T21:46:52.821155973Z

FundamentalsSEC EDGAR · ready · as of 2026-07-04 · fetched 2026-11-11T23:28:03.139944+00:00

Share price$22.30
1D+2.3%
AH$21.32$21.60$21.88$22.16$22.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWWW
Sold putSold callAH

Wolverine World Wide, Inc. options

Live interpolated WWW call and put midpoint premiums by absolute delta.Wolverine World Wide, Inc.$0.14$3.35$6.56$9.77$12.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWWW PRICE$0.48$0.50$0.64$0.81$0.97$1.14$1.31$1.53$1.76$2.00$2.23$2.47$2.70$0.93$1.23$1.53$6.16$8.65$12.05
Puts——
CallsExpensive1.65×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.20146.1%28.6%18.94155.9%19.3%
25Δ25.44106.1%16.3%19.45173.7%18.3%
30Δ24.59100.2%13.1%19.96191.6%17.3%
35Δ24.10100.7%11.7%
40Δ23.60101.3%10.2%
45Δ23.11101.9%8.8%
50Δ22.62102.5%7.3%
55Δ22.17101.1%6.3%
60Δ21.7499.0%5.4%
65Δ21.3097.0%4.5%
70Δ20.8794.9%3.6%27.47182.9%4.4%
75Δ20.4392.9%2.7%30.00222.9%4.3%
80Δ20.0090.8%1.8%33.58248.2%3.5%

20Δ

Calls
Pseudo strike
28.20
IV
146.1%
B/E move
28.6%
Puts
Pseudo strike
18.94
IV
155.9%
B/E move
19.3%

25Δ

Calls
Pseudo strike
25.44
IV
106.1%
B/E move
16.3%
Puts
Pseudo strike
19.45
IV
173.7%
B/E move
18.3%

30Δ

Calls
Pseudo strike
24.59
IV
100.2%
B/E move
13.1%
Puts
Pseudo strike
19.96
IV
191.6%
B/E move
17.3%

35Δ

Calls
Pseudo strike
24.10
IV
100.7%
B/E move
11.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
23.60
IV
101.3%
B/E move
10.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
23.11
IV
101.9%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
22.62
IV
102.5%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
22.17
IV
101.1%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.74
IV
99.0%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
21.30
IV
97.0%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
20.87
IV
94.9%
B/E move
3.6%
Puts
Pseudo strike
27.47
IV
182.9%
B/E move
4.4%

75Δ

Calls
Pseudo strike
20.43
IV
92.9%
B/E move
2.7%
Puts
Pseudo strike
30.00
IV
222.9%
B/E move
4.3%

80Δ

Calls
Pseudo strike
20.00
IV
90.8%
B/E move
1.8%
Puts
Pseudo strike
33.58
IV
248.2%
B/E move
3.5%

Options history

IV · four-Friday blend58.50%
Daily EOD
WWW52.6%60.3%67.9%2026-10-19: 54.43%2026-10-20: 55.89%2026-10-21: 54.35%2026-10-22: 59.12%2026-10-23: 58.43%2026-10-26: 66.89%2026-10-28: 53.63%2026-10-29: 55.79%2026-10-30: 58.50%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.43%
55.89%
54.35%
59.12%
58.43%
66.89%
53.63%
55.79%
58.50%