IntraAlpha
Create free account Start free

Waste Connections, Inc. WCN

i

Market dataready · fetched 2026-11-07T07:56:40.219Z

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 · 2026-11-07T00:00:00.000893175Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:56:39.915063+00:00

Share price$189.07
1D+0.1%
AH$186.18$186.98$187.77$188.57$189.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWCN
Sold putSold callAH

Waste Connections, Inc. options

Live interpolated WCN call and put midpoint premiums by absolute delta.Waste Connections, Inc.$0.72$3.56$6.40$9.24$12.08$173.49$181.05$188.60$196.15$203.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WCN spot · $189.07WCN PRICE$1.02$1.34$1.71$2.16$2.61$3.05$3.59$4.27$4.96$5.64$6.39$7.48$8.57$1.38$1.53$1.69$2.29$2.89$3.50$4.10$4.97$5.98$6.98$8.12$9.69$11.26
PutsCheap0.82×
CallsCheap0.79×
SkewBearish+2.88 pp
Implied moveBearish±$7.69
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ197.7325.6%5.1%179.8933.4%5.6%
25Δ195.9425.4%4.3%182.5028.7%4.3%
30Δ194.4225.3%3.7%185.0724.1%3.0%
35Δ193.1925.4%3.3%186.2124.9%2.7%
40Δ191.9725.5%2.9%187.3525.8%2.4%
45Δ190.7525.5%2.5%188.4926.6%2.2%
50Δ189.5425.6%2.1%189.6327.5%1.9%
55Δ188.3525.7%1.9%190.9828.2%1.6%
60Δ187.1625.7%1.6%192.4328.9%1.4%
65Δ185.9825.8%1.3%193.8829.6%1.1%
70Δ184.7425.8%1.1%195.4630.2%0.9%
75Δ183.2925.6%0.9%197.4330.7%0.7%
80Δ181.8425.3%0.7%199.3931.2%0.5%

20Δ

Calls
Pseudo strike
197.73
IV
25.6%
B/E move
5.1%
Puts
Pseudo strike
179.89
IV
33.4%
B/E move
5.6%

25Δ

Calls
Pseudo strike
195.94
IV
25.4%
B/E move
4.3%
Puts
Pseudo strike
182.50
IV
28.7%
B/E move
4.3%

30Δ

Calls
Pseudo strike
194.42
IV
25.3%
B/E move
3.7%
Puts
Pseudo strike
185.07
IV
24.1%
B/E move
3.0%

35Δ

Calls
Pseudo strike
193.19
IV
25.4%
B/E move
3.3%
Puts
Pseudo strike
186.21
IV
24.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
191.97
IV
25.5%
B/E move
2.9%
Puts
Pseudo strike
187.35
IV
25.8%
B/E move
2.4%

45Δ

Calls
Pseudo strike
190.75
IV
25.5%
B/E move
2.5%
Puts
Pseudo strike
188.49
IV
26.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
189.54
IV
25.6%
B/E move
2.1%
Puts
Pseudo strike
189.63
IV
27.5%
B/E move
1.9%

55Δ

Calls
Pseudo strike
188.35
IV
25.7%
B/E move
1.9%
Puts
Pseudo strike
190.98
IV
28.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
187.16
IV
25.7%
B/E move
1.6%
Puts
Pseudo strike
192.43
IV
28.9%
B/E move
1.4%

65Δ

Calls
Pseudo strike
185.98
IV
25.8%
B/E move
1.3%
Puts
Pseudo strike
193.88
IV
29.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
184.74
IV
25.8%
B/E move
1.1%
Puts
Pseudo strike
195.46
IV
30.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
183.29
IV
25.6%
B/E move
0.9%
Puts
Pseudo strike
197.43
IV
30.7%
B/E move
0.7%

80Δ

Calls
Pseudo strike
181.84
IV
25.3%
B/E move
0.7%
Puts
Pseudo strike
199.39
IV
31.2%
B/E move
0.5%

Options history

IV · four-Friday blend23.15%
Daily EOD
WCN20.7%22.5%24.3%2026-10-19: 23.10%2026-10-20: 23.24%2026-10-21: 24.07%2026-10-22: 22.84%2026-10-23: 21.86%2026-10-26: 20.99%2026-10-27: 21.77%2026-10-28: 21.29%2026-10-29: 22.10%2026-10-30: 23.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.10%
23.24%
24.07%
22.84%
21.86%
20.99%
21.77%
21.29%
22.10%
23.15%