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Wolverine World Wide Inc WWW

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-10-24T04:26:25.020Z

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 · 2026-10-23T23:00:00.001617201Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:26:25.231829+00:00

Share price$20.36
1D-0.8%
AH$19.86$20.05$20.23$20.42$20.605:30 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$0.29$1.34$2.38$3.42$4.46$15.59$18.00$20.41$22.82$25.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WWW spot · $20.36WWW PRICE$0.41$0.51$0.60$0.79$1.00$1.21$1.41$1.62$1.91$2.32$2.74$3.16$3.70$0.54$0.70$0.85$1.01$1.17$1.42$1.73$2.04$2.36$2.67$3.10$3.63$4.16
PutsExpensive1.68×
CallsExpensive1.80×
SkewBullish-1.91 pp
Implied moveBearish±$3.15
TiltBearish8.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.6871.6%23.2%17.4179.4%17.2%
25Δ23.6967.1%18.8%18.0475.5%14.8%
30Δ22.7162.6%14.5%18.6272.5%12.7%
35Δ22.1362.9%12.6%19.2069.4%10.6%
40Δ21.6764.5%11.3%19.7966.4%8.6%
45Δ21.2166.1%10.1%20.3165.4%7.2%
50Δ20.7567.6%8.8%20.8165.7%6.3%
55Δ20.2969.2%7.6%21.3066.0%5.4%
60Δ19.7771.1%6.5%21.7966.3%4.5%
65Δ19.1873.7%5.6%22.2966.6%3.6%
70Δ18.5976.2%4.7%22.8866.3%2.9%
75Δ17.9978.8%3.9%23.5465.5%2.2%
80Δ17.2882.9%3.0%24.2064.6%1.6%

20Δ

Calls
Pseudo strike
24.68
IV
71.6%
B/E move
23.2%
Puts
Pseudo strike
17.41
IV
79.4%
B/E move
17.2%

25Δ

Calls
Pseudo strike
23.69
IV
67.1%
B/E move
18.8%
Puts
Pseudo strike
18.04
IV
75.5%
B/E move
14.8%

30Δ

Calls
Pseudo strike
22.71
IV
62.6%
B/E move
14.5%
Puts
Pseudo strike
18.62
IV
72.5%
B/E move
12.7%

35Δ

Calls
Pseudo strike
22.13
IV
62.9%
B/E move
12.6%
Puts
Pseudo strike
19.20
IV
69.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
21.67
IV
64.5%
B/E move
11.3%
Puts
Pseudo strike
19.79
IV
66.4%
B/E move
8.6%

45Δ

Calls
Pseudo strike
21.21
IV
66.1%
B/E move
10.1%
Puts
Pseudo strike
20.31
IV
65.4%
B/E move
7.2%

50Δ

Calls
Pseudo strike
20.75
IV
67.6%
B/E move
8.8%
Puts
Pseudo strike
20.81
IV
65.7%
B/E move
6.3%

55Δ

Calls
Pseudo strike
20.29
IV
69.2%
B/E move
7.6%
Puts
Pseudo strike
21.30
IV
66.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
19.77
IV
71.1%
B/E move
6.5%
Puts
Pseudo strike
21.79
IV
66.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
19.18
IV
73.7%
B/E move
5.6%
Puts
Pseudo strike
22.29
IV
66.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
18.59
IV
76.2%
B/E move
4.7%
Puts
Pseudo strike
22.88
IV
66.3%
B/E move
2.9%

75Δ

Calls
Pseudo strike
17.99
IV
78.8%
B/E move
3.9%
Puts
Pseudo strike
23.54
IV
65.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.28
IV
82.9%
B/E move
3.0%
Puts
Pseudo strike
24.20
IV
64.6%
B/E move
1.6%

Options history

No recorded observations