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WidePoint Corporation WYY

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-11-12T02:13:31.846Z

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 · 2026-11-12T01:00:00.020315503Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:13:31.396532+00:00

Share price$6.03
1D-1.5%
AH$5.91$5.99$6.08$6.17$6.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWYY
Sold putSold callAH

WidePoint Corporation options

Live interpolated WYY call and put midpoint premiums by absolute delta.WidePoint Corporation$0.00$2.53$5.06$7.59$10.11$4.86$5.64$6.42$7.20$7.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WYY spot · $6.03WYY PRICE$0.28$0.23$0.32$0.41$0.51$0.60$0.69$0.79$0.88$0.98$1.07$1.16$1.31$0.40$0.54$0.68$0.82$0.96$1.10$1.24$1.38$1.52$1.66$4.43$9.38
Puts——
CallsExpensive2.34×
Skew——
Implied moveBearish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.73331.6%82.5%
25Δ7.33152.6%25.3%5.05231.8%22.9%
30Δ7.11154.5%23.3%5.31227.3%21.0%
35Δ6.90156.4%21.3%5.57222.9%19.0%
40Δ6.69158.3%19.3%5.82218.4%17.0%
45Δ6.47160.2%17.3%6.08213.9%15.0%
50Δ6.26162.1%15.4%6.34209.5%13.0%
55Δ6.05164.0%13.4%6.60205.0%11.1%
60Δ5.84165.8%11.4%6.86200.6%9.1%
65Δ5.62167.7%9.4%7.12196.1%7.1%
70Δ5.41169.6%7.5%7.38191.7%5.1%
75Δ5.20171.5%5.5%10.22228.6%3.9%
80Δ4.94179.9%3.6%15.22300.0%3.2%

20Δ

Calls
Pseudo strike
10.73
IV
331.6%
B/E move
82.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
7.33
IV
152.6%
B/E move
25.3%
Puts
Pseudo strike
5.05
IV
231.8%
B/E move
22.9%

30Δ

Calls
Pseudo strike
7.11
IV
154.5%
B/E move
23.3%
Puts
Pseudo strike
5.31
IV
227.3%
B/E move
21.0%

35Δ

Calls
Pseudo strike
6.90
IV
156.4%
B/E move
21.3%
Puts
Pseudo strike
5.57
IV
222.9%
B/E move
19.0%

40Δ

Calls
Pseudo strike
6.69
IV
158.3%
B/E move
19.3%
Puts
Pseudo strike
5.82
IV
218.4%
B/E move
17.0%

45Δ

Calls
Pseudo strike
6.47
IV
160.2%
B/E move
17.3%
Puts
Pseudo strike
6.08
IV
213.9%
B/E move
15.0%

50Δ

Calls
Pseudo strike
6.26
IV
162.1%
B/E move
15.4%
Puts
Pseudo strike
6.34
IV
209.5%
B/E move
13.0%

55Δ

Calls
Pseudo strike
6.05
IV
164.0%
B/E move
13.4%
Puts
Pseudo strike
6.60
IV
205.0%
B/E move
11.1%

60Δ

Calls
Pseudo strike
5.84
IV
165.8%
B/E move
11.4%
Puts
Pseudo strike
6.86
IV
200.6%
B/E move
9.1%

65Δ

Calls
Pseudo strike
5.62
IV
167.7%
B/E move
9.4%
Puts
Pseudo strike
7.12
IV
196.1%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.41
IV
169.6%
B/E move
7.5%
Puts
Pseudo strike
7.38
IV
191.7%
B/E move
5.1%

75Δ

Calls
Pseudo strike
5.20
IV
171.5%
B/E move
5.5%
Puts
Pseudo strike
10.22
IV
228.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
4.94
IV
179.9%
B/E move
3.6%
Puts
Pseudo strike
15.22
IV
300.0%
B/E move
3.2%

Options history

IV · four-Friday blend118.39%
Daily EOD
WYY114.5%119.7%124.9%2026-10-19: 117.60%2026-10-20: 117.84%2026-10-21: 115.63%2026-10-22: 115.22%2026-10-23: 116.52%2026-10-27: 118.66%2026-10-28: 124.22%2026-10-29: 121.92%2026-10-30: 118.39%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
117.60%
117.84%
115.63%
115.22%
116.52%
118.66%
124.22%
121.92%
118.39%