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Weyerhaeuser Company WY

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-23T02:59:55.442Z

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 · 2026-10-22T23:23:46.317099247Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:59:54.780109+00:00

Share price$19.88
1D+4.9%
AH$18.80$19.08$19.36$19.64$19.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWY
Sold putSold callAH

Weyerhaeuser Company options

Live interpolated WY call and put midpoint premiums by absolute delta.Weyerhaeuser Company$0.20$1.02$1.84$2.66$3.48$16.29$18.00$19.70$21.41$23.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WY spot · $19.88WY PRICE$0.57$0.96$0.31$0.41$0.50$0.59$0.69$0.84$1.00$1.15$1.31$0.29$0.36$0.44$0.53$0.62$0.72$1.04$2.48$2.69$2.90$3.01$3.13$3.24
PutsExpensive1.35×
CallsExpensive1.14×
SkewBearish+6.37 pp
Implied moveBearish±$1.73
TiltBearish44.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.7984.3%27.5%18.0943.9%10.5%
25Δ27.27131.3%42.0%18.5141.3%8.7%
30Δ20.9129.7%6.8%18.9338.8%7.0%
35Δ20.6930.4%6.1%19.2337.5%5.9%
40Δ20.4731.1%5.5%19.5036.4%5.1%
45Δ20.2531.8%4.8%19.7735.3%4.2%
50Δ20.0332.5%4.2%20.1541.4%3.9%
55Δ19.7833.1%3.7%21.0681.3%6.5%
60Δ19.5333.8%3.2%21.5376.4%5.2%
65Δ19.2834.4%2.8%22.0071.6%3.9%
70Δ19.0235.0%2.3%22.2965.5%3.1%
75Δ22.5759.5%2.2%
80Δ22.8653.4%1.3%

20Δ

Calls
Pseudo strike
24.79
IV
84.3%
B/E move
27.5%
Puts
Pseudo strike
18.09
IV
43.9%
B/E move
10.5%

25Δ

Calls
Pseudo strike
27.27
IV
131.3%
B/E move
42.0%
Puts
Pseudo strike
18.51
IV
41.3%
B/E move
8.7%

30Δ

Calls
Pseudo strike
20.91
IV
29.7%
B/E move
6.8%
Puts
Pseudo strike
18.93
IV
38.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
20.69
IV
30.4%
B/E move
6.1%
Puts
Pseudo strike
19.23
IV
37.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
20.47
IV
31.1%
B/E move
5.5%
Puts
Pseudo strike
19.50
IV
36.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
20.25
IV
31.8%
B/E move
4.8%
Puts
Pseudo strike
19.77
IV
35.3%
B/E move
4.2%

50Δ

Calls
Pseudo strike
20.03
IV
32.5%
B/E move
4.2%
Puts
Pseudo strike
20.15
IV
41.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
19.78
IV
33.1%
B/E move
3.7%
Puts
Pseudo strike
21.06
IV
81.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
19.53
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
21.53
IV
76.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
19.28
IV
34.4%
B/E move
2.8%
Puts
Pseudo strike
22.00
IV
71.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
19.02
IV
35.0%
B/E move
2.3%
Puts
Pseudo strike
22.29
IV
65.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.57
IV
59.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.86
IV
53.4%
B/E move
1.3%

Options history

No recorded observations