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Widepoint C WYY

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T23:53:56.724Z

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 · 2026-10-22T22:30:00.00766157Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:53:56.149279+00:00

Share price$6.49
1D-2.6%
AH$6.33$6.42$6.51$6.59$6.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWYY
Sold putSold callAH

Widepoint C options

Live interpolated WYY call and put midpoint premiums by absolute delta.Widepoint C$0.24$1.48$2.72$3.96$5.20$0.69$3.57$6.44$9.31$12.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WYY spot · $6.49WYY PRICE$0.39$0.42$0.46$0.50$0.54$0.67$0.82$0.97$1.12$1.27$1.42$1.57$1.71$0.38$0.53$0.69$0.85$1.00$1.16$1.32$1.47$1.76$2.29$2.82$3.35$4.84
PutsCheap0.55×
CallsFair1.04×
SkewBullish-11.43 pp
Implied moveBearish±$2.14
TiltBearish30.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.92266.5%166.6%5.00148.5%28.7%
25Δ14.66232.2%132.4%5.33145.9%26.1%
30Δ12.40197.9%98.2%5.65143.4%23.5%
35Δ10.14163.6%63.9%5.98140.8%20.9%
40Δ7.88129.3%29.7%6.31138.3%18.3%
45Δ7.25123.9%22.0%6.64135.7%15.6%
50Δ6.94124.3%19.7%6.96133.2%13.0%
55Δ6.64124.7%17.3%7.29130.6%10.4%
60Δ6.34125.1%14.9%7.72130.9%8.3%
65Δ6.03125.5%12.5%8.33136.3%7.1%
70Δ5.73125.9%10.1%8.94141.6%5.8%
75Δ5.43126.2%7.8%9.55147.0%4.6%
80Δ5.12126.6%5.4%11.09171.0%3.7%

20Δ

Calls
Pseudo strike
16.92
IV
266.5%
B/E move
166.6%
Puts
Pseudo strike
5.00
IV
148.5%
B/E move
28.7%

25Δ

Calls
Pseudo strike
14.66
IV
232.2%
B/E move
132.4%
Puts
Pseudo strike
5.33
IV
145.9%
B/E move
26.1%

30Δ

Calls
Pseudo strike
12.40
IV
197.9%
B/E move
98.2%
Puts
Pseudo strike
5.65
IV
143.4%
B/E move
23.5%

35Δ

Calls
Pseudo strike
10.14
IV
163.6%
B/E move
63.9%
Puts
Pseudo strike
5.98
IV
140.8%
B/E move
20.9%

40Δ

Calls
Pseudo strike
7.88
IV
129.3%
B/E move
29.7%
Puts
Pseudo strike
6.31
IV
138.3%
B/E move
18.3%

45Δ

Calls
Pseudo strike
7.25
IV
123.9%
B/E move
22.0%
Puts
Pseudo strike
6.64
IV
135.7%
B/E move
15.6%

50Δ

Calls
Pseudo strike
6.94
IV
124.3%
B/E move
19.7%
Puts
Pseudo strike
6.96
IV
133.2%
B/E move
13.0%

55Δ

Calls
Pseudo strike
6.64
IV
124.7%
B/E move
17.3%
Puts
Pseudo strike
7.29
IV
130.6%
B/E move
10.4%

60Δ

Calls
Pseudo strike
6.34
IV
125.1%
B/E move
14.9%
Puts
Pseudo strike
7.72
IV
130.9%
B/E move
8.3%

65Δ

Calls
Pseudo strike
6.03
IV
125.5%
B/E move
12.5%
Puts
Pseudo strike
8.33
IV
136.3%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.73
IV
125.9%
B/E move
10.1%
Puts
Pseudo strike
8.94
IV
141.6%
B/E move
5.8%

75Δ

Calls
Pseudo strike
5.43
IV
126.2%
B/E move
7.8%
Puts
Pseudo strike
9.55
IV
147.0%
B/E move
4.6%

80Δ

Calls
Pseudo strike
5.12
IV
126.6%
B/E move
5.4%
Puts
Pseudo strike
11.09
IV
171.0%
B/E move
3.7%

Options history

No recorded observations