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Walker & Dunlop, Inc. WD

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-06T21:08:19.391Z

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 · 2026-11-06T21:00:04.129153023Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:08:18.930526+00:00

Share price$39.05
1D+2.2%
AH$38.06$38.47$38.88$39.28$39.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWD
Sold putSold callAH

Walker & Dunlop, Inc. options

Live interpolated WD call and put midpoint premiums by absolute delta.Walker & Dunlop, Inc.$0.22$2.81$5.41$8.01$10.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEWD PRICE$0.50$0.61$0.72$0.82$1.11$1.18$1.43$1.68$1.93$2.18$2.43$2.84$3.80$4.75$5.71$6.66$9.85
PutsExpensive1.33×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ32.61123.2%19.3%
25Δ42.1741.3%9.3%35.1094.1%13.1%
30Δ41.4540.7%7.7%35.9589.9%11.6%
35Δ40.7340.1%6.1%36.8085.6%10.1%
40Δ40.0039.5%4.6%37.6581.4%8.5%
45Δ38.5077.2%7.0%
50Δ39.3573.0%5.5%
55Δ40.2670.9%4.2%
60Δ41.4175.7%3.7%
65Δ42.5580.6%3.2%
70Δ43.6985.5%2.7%
75Δ44.8390.4%2.2%
80Δ48.15108.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.61
IV
123.2%
B/E move
19.3%

25Δ

Calls
Pseudo strike
42.17
IV
41.3%
B/E move
9.3%
Puts
Pseudo strike
35.10
IV
94.1%
B/E move
13.1%

30Δ

Calls
Pseudo strike
41.45
IV
40.7%
B/E move
7.7%
Puts
Pseudo strike
35.95
IV
89.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
40.73
IV
40.1%
B/E move
6.1%
Puts
Pseudo strike
36.80
IV
85.6%
B/E move
10.1%

40Δ

Calls
Pseudo strike
40.00
IV
39.5%
B/E move
4.6%
Puts
Pseudo strike
37.65
IV
81.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.50
IV
77.2%
B/E move
7.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.35
IV
73.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.26
IV
70.9%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.41
IV
75.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.55
IV
80.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.69
IV
85.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.83
IV
90.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.15
IV
108.8%
B/E move
1.9%

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%