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Western Alliance Bancorporation WAL

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Market datapartial · fetched 2026-11-05T22:07:51.995Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:10:00.003421964Z

FundamentalsAlpha Vantage · unavailable

Share price$75.88
1D-6.4%
AH$75$76$78$80$825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWAL
Sold putSold callAH

Western Alliance Bancorporation options

Live interpolated WAL call and put midpoint premiums by absolute delta.Western Alliance Bancorporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEWAL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.59%
Daily close
WAL29.8%35.5%41.2%2026-08-07: 33.31%2026-08-10: 34.03%2026-08-11: 32.49%2026-08-12: 31.86%2026-08-13: 32.17%2026-08-14: 30.72%2026-08-17: 32.48%2026-08-18: 32.68%2026-08-19: 33.45%2026-08-20: 37.50%2026-08-21: 32.71%2026-08-24: 32.28%2026-08-25: 31.77%2026-08-26: 31.97%2026-08-27: 32.12%2026-08-28: 31.14%2026-08-31: 31.35%2026-09-01: 31.88%2026-09-02: 31.54%2026-09-03: 31.29%2026-09-04: 30.60%2026-09-08: 33.20%2026-09-09: 33.44%2026-09-10: 33.89%2026-09-11: 32.15%2026-09-14: 34.15%2026-09-15: 35.16%2026-09-16: 35.53%2026-09-18: 32.44%2026-09-21: 32.82%2026-09-22: 33.56%2026-09-23: 34.00%2026-09-24: 34.05%2026-09-25: 33.69%2026-09-28: 34.67%2026-09-29: 35.17%2026-09-30: 34.56%2026-10-01: 35.50%2026-10-02: 35.88%2026-10-05: 36.30%2026-10-06: 34.90%2026-10-07: 36.00%2026-10-08: 36.56%2026-10-09: 36.21%2026-10-12: 37.60%2026-10-13: 37.32%2026-10-14: 39.87%2026-10-15: 40.40%2026-10-16: 37.09%2026-10-19: 36.67%2026-10-20: 33.07%2026-10-21: 32.98%2026-10-22: 33.80%2026-10-23: 33.12%2026-10-26: 32.47%2026-10-27: 32.74%2026-10-28: 32.47%2026-10-29: 31.73%2026-10-30: 33.59%Aug 7Sep 21Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
33.31%
34.03%
32.49%
31.86%
32.17%
30.72%
32.48%
32.68%
33.45%
37.50%
32.71%
32.28%
31.77%
31.97%
32.12%
31.14%
31.35%
31.88%
31.54%
31.29%
30.60%
33.20%
33.44%
33.89%
32.15%
34.15%
35.16%
35.53%
32.44%
32.82%
33.56%
34.00%
34.05%
33.69%
34.67%
35.17%
34.56%
35.50%
35.88%
36.30%
34.90%
36.00%
36.56%
36.21%
37.60%
37.32%
39.87%
40.40%
37.09%
36.67%
33.07%
32.98%
33.80%
33.12%
32.47%
32.74%
32.47%
31.73%
33.59%