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Workday, Inc. Class A Common Stock WDAY

i

Market datapartial · fetched 2026-11-05T17:12:32.897Z

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 · 2026-11-05T17:12:19.873698361Z

FundamentalsAlpha Vantage · unavailable

Share price$199.39
1D-1.7%
$199$201$204$206$2085:30 AM6:30 AM9:00 AM1:00 PMWDAY
Sold putSold call

Workday, Inc. Class A Common Stock options

Live interpolated WDAY call and put midpoint premiums by absolute delta.Workday, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.20$0.15$0.50$0.85$1.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICEWDAY 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 blend49.46%
Daily close
WDAY38.7%74.7%110.7%2026-08-07: 65.49%2026-08-10: 66.59%2026-08-11: 64.28%2026-08-12: 62.35%2026-08-13: 87.70%2026-08-14: 56.48%2026-08-17: 60.48%2026-08-18: 60.71%2026-08-19: 56.68%2026-08-20: 63.08%2026-08-21: 58.12%2026-08-24: 68.77%2026-08-25: 74.87%2026-08-26: 78.33%2026-08-27: 105.76%2026-08-28: 45.94%2026-08-31: 46.31%2026-09-01: 47.29%2026-09-02: 49.50%2026-09-03: 46.75%2026-09-04: 45.09%2026-09-08: 52.40%2026-09-09: 53.81%2026-09-10: 55.71%2026-09-11: 50.55%2026-09-14: 50.46%2026-09-15: 52.61%2026-09-16: 53.03%2026-09-17: 52.99%2026-09-18: 45.57%2026-09-21: 51.25%2026-09-22: 50.54%2026-09-23: 50.32%2026-09-24: 54.82%2026-09-25: 52.44%2026-09-28: 51.69%2026-09-29: 52.87%2026-09-30: 50.30%2026-10-01: 53.68%2026-10-02: 48.35%2026-10-05: 54.20%2026-10-06: 51.10%2026-10-07: 51.70%2026-10-08: 50.64%2026-10-09: 53.61%2026-10-12: 54.11%2026-10-13: 54.63%2026-10-14: 47.75%2026-10-15: 50.99%2026-10-16: 47.81%2026-10-19: 47.34%2026-10-20: 47.70%2026-10-21: 46.81%2026-10-22: 49.47%2026-10-23: 43.65%2026-10-26: 45.10%2026-10-27: 46.03%2026-10-28: 49.47%2026-10-29: 49.38%2026-10-30: 49.46%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
65.49%
66.59%
64.28%
62.35%
87.70%
56.48%
60.48%
60.71%
56.68%
63.08%
58.12%
68.77%
74.87%
78.33%
105.76%
45.94%
46.31%
47.29%
49.50%
46.75%
45.09%
52.40%
53.81%
55.71%
50.55%
50.46%
52.61%
53.03%
52.99%
45.57%
51.25%
50.54%
50.32%
54.82%
52.44%
51.69%
52.87%
50.30%
53.68%
48.35%
54.20%
51.10%
51.70%
50.64%
53.61%
54.11%
54.63%
47.75%
50.99%
47.81%
47.34%
47.70%
46.81%
49.47%
43.65%
45.10%
46.03%
49.47%
49.38%
49.46%