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Weyerhaeuser Company WY

i

Market dataready · fetched 2026-11-12T16:36:19.163Z

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 · 2026-11-12T16:36:08.162340108Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:36:18.384338+00:00

Share price$20.54
1D-0.3%
$20.50$20.56$20.63$20.70$20.775:30 AM6:30 AM9:00 AM1:00 PMWY
Sold putSold call

Weyerhaeuser Company options

Live interpolated WY call and put midpoint premiums by absolute delta.Weyerhaeuser Company$0.07$0.39$0.71$1.03$1.35$18.95$19.82$20.70$21.58$22.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WY spot · $20.54WY PRICE$0.15$0.21$0.26$0.31$0.38$0.47$0.56$0.66$0.75$0.84$0.97$1.11$1.25$0.10$0.13$0.18$0.23$0.27$0.32$0.37$0.42$0.47$0.51$0.56
Puts——
CallsFair1.04×
Skew——
Implied moveBullish±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.7240.4%6.5%19.5732.9%5.2%
25Δ21.5341.4%5.8%20.0127.7%3.2%
30Δ21.3342.5%5.1%20.1227.4%2.9%
35Δ21.1443.5%4.4%20.2227.1%2.6%
40Δ20.9544.3%3.8%20.3326.8%2.3%
45Δ20.7744.7%3.4%20.4426.5%2.1%
50Δ20.5945.0%3.0%20.5526.1%1.8%
55Δ20.4245.4%2.6%20.6525.8%1.5%
60Δ20.2445.7%2.2%20.7625.5%1.2%
65Δ20.0746.0%1.8%20.8725.2%0.9%
70Δ19.8845.2%1.5%20.9724.9%0.6%
75Δ19.6843.7%1.2%
80Δ19.4842.2%0.9%

20Δ

Calls
Pseudo strike
21.72
IV
40.4%
B/E move
6.5%
Puts
Pseudo strike
19.57
IV
32.9%
B/E move
5.2%

25Δ

Calls
Pseudo strike
21.53
IV
41.4%
B/E move
5.8%
Puts
Pseudo strike
20.01
IV
27.7%
B/E move
3.2%

30Δ

Calls
Pseudo strike
21.33
IV
42.5%
B/E move
5.1%
Puts
Pseudo strike
20.12
IV
27.4%
B/E move
2.9%

35Δ

Calls
Pseudo strike
21.14
IV
43.5%
B/E move
4.4%
Puts
Pseudo strike
20.22
IV
27.1%
B/E move
2.6%

40Δ

Calls
Pseudo strike
20.95
IV
44.3%
B/E move
3.8%
Puts
Pseudo strike
20.33
IV
26.8%
B/E move
2.3%

45Δ

Calls
Pseudo strike
20.77
IV
44.7%
B/E move
3.4%
Puts
Pseudo strike
20.44
IV
26.5%
B/E move
2.1%

50Δ

Calls
Pseudo strike
20.59
IV
45.0%
B/E move
3.0%
Puts
Pseudo strike
20.55
IV
26.1%
B/E move
1.8%

55Δ

Calls
Pseudo strike
20.42
IV
45.4%
B/E move
2.6%
Puts
Pseudo strike
20.65
IV
25.8%
B/E move
1.5%

60Δ

Calls
Pseudo strike
20.24
IV
45.7%
B/E move
2.2%
Puts
Pseudo strike
20.76
IV
25.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
20.07
IV
46.0%
B/E move
1.8%
Puts
Pseudo strike
20.87
IV
25.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
19.88
IV
45.2%
B/E move
1.5%
Puts
Pseudo strike
20.97
IV
24.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
19.68
IV
43.7%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
19.48
IV
42.2%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.12%
Daily EOD
WY30.4%33.3%36.2%2026-10-19: 31.54%2026-10-20: 30.82%2026-10-21: 35.61%2026-10-22: 32.99%2026-10-23: 33.65%2026-10-26: 35.80%2026-10-27: 34.88%2026-10-28: 33.76%2026-10-29: 33.84%2026-10-30: 33.12%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
31.54%
30.82%
35.61%
32.99%
33.65%
35.80%
34.88%
33.76%
33.84%
33.12%