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Walker & Dunlop, Inc. WD

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-03T20:49:48.791Z

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 · 2026-11-03T20:49:00.312490874Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T20:49:47.639356+00:00

Share price$35.39
1D-1.5%
$34.78$35.07$35.36$35.66$35.955:30 AM6:30 AM9:00 AM1:00 PMWD
Sold putSold call

Walker & Dunlop, Inc. options

Live interpolated WD call and put midpoint premiums by absolute delta.Walker & Dunlop, Inc.$0.44$0.90$1.36$1.82$2.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICEWD PRICE$0.49$0.70$0.92$1.13$1.34$1.56$1.77$1.98$0.85$1.17$1.50$1.82$2.14
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.9560.7%14.3%30.8882.3%15.2%
25Δ39.2760.6%13.0%31.7583.1%13.6%
30Δ38.5960.5%11.6%32.6383.8%12.0%
35Δ37.9260.4%10.3%33.5084.6%10.5%
40Δ37.2460.3%9.0%34.3885.3%8.9%
45Δ36.5660.2%7.7%
50Δ35.8860.1%6.4%
55Δ35.2160.0%5.1%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
39.95
IV
60.7%
B/E move
14.3%
Puts
Pseudo strike
30.88
IV
82.3%
B/E move
15.2%

25Δ

Calls
Pseudo strike
39.27
IV
60.6%
B/E move
13.0%
Puts
Pseudo strike
31.75
IV
83.1%
B/E move
13.6%

30Δ

Calls
Pseudo strike
38.59
IV
60.5%
B/E move
11.6%
Puts
Pseudo strike
32.63
IV
83.8%
B/E move
12.0%

35Δ

Calls
Pseudo strike
37.92
IV
60.4%
B/E move
10.3%
Puts
Pseudo strike
33.50
IV
84.6%
B/E move
10.5%

40Δ

Calls
Pseudo strike
37.24
IV
60.3%
B/E move
9.0%
Puts
Pseudo strike
34.38
IV
85.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
36.56
IV
60.2%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
35.88
IV
60.1%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.21
IV
60.0%
B/E move
5.1%
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 blend51.64%
Daily EOD
WD48.2%50.1%52.1%2026-10-19: 50.20%2026-10-20: 49.87%2026-10-21: 51.81%2026-10-22: 50.76%2026-10-23: 50.65%2026-10-26: 48.43%2026-10-27: 48.55%2026-10-28: 50.28%2026-10-29: 49.15%2026-10-30: 51.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.20%
49.87%
51.81%
50.76%
50.65%
48.43%
48.55%
50.28%
49.15%
51.64%