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Westrock Coffee Company Common Stock WEST

i

Market dataready · fetched 2026-11-04T04:03:42.690Z

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 · 2026-11-03T21:00:02.273936056Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T04:03:42.283494+00:00

Share price$9.47
1D-2.0%
AH$9.31$9.41$9.50$9.59$9.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWEST
Sold putSold callAH

Westrock Coffee Company Common Stock options

Live interpolated WEST call and put midpoint premiums by absolute delta.Westrock Coffee Company Common Stock$0.11$0.51$0.91$1.32$1.72$7.63$8.55$9.47$10.40$11.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WEST spot · $9.47WEST PRICE$0.15$0.21$0.27$0.32$0.38$0.49$0.59$0.69$0.79$0.89$1.04$1.19$1.33$0.21$0.27$0.33$0.39$0.49$0.58$0.67$0.77$0.86$1.03$1.22$1.41$1.60
PutsExpensive1.26×
CallsExpensive1.13×
SkewBullish-0.42 pp
Implied moveBearish±$1.26
TiltBearish8.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.8968.8%16.6%8.2582.6%15.1%
25Δ10.6769.4%14.8%8.5279.5%12.9%
30Δ10.4470.1%13.0%8.7876.4%10.7%
35Δ10.2170.7%11.2%9.0373.8%8.7%
40Δ9.9871.4%9.5%9.2273.0%7.8%
45Δ9.7972.9%8.5%9.4172.2%6.8%
50Δ9.5974.4%7.5%9.6071.5%5.8%
55Δ9.4075.9%6.5%9.7870.7%4.8%
60Δ9.2177.4%5.6%9.9769.9%3.8%
65Δ9.0179.0%4.6%10.2170.1%3.2%
70Δ8.8077.5%3.8%10.4570.4%2.6%
75Δ8.5875.8%3.1%10.7070.8%2.0%
80Δ8.3674.1%2.3%10.9471.1%1.4%

20Δ

Calls
Pseudo strike
10.89
IV
68.8%
B/E move
16.6%
Puts
Pseudo strike
8.25
IV
82.6%
B/E move
15.1%

25Δ

Calls
Pseudo strike
10.67
IV
69.4%
B/E move
14.8%
Puts
Pseudo strike
8.52
IV
79.5%
B/E move
12.9%

30Δ

Calls
Pseudo strike
10.44
IV
70.1%
B/E move
13.0%
Puts
Pseudo strike
8.78
IV
76.4%
B/E move
10.7%

35Δ

Calls
Pseudo strike
10.21
IV
70.7%
B/E move
11.2%
Puts
Pseudo strike
9.03
IV
73.8%
B/E move
8.7%

40Δ

Calls
Pseudo strike
9.98
IV
71.4%
B/E move
9.5%
Puts
Pseudo strike
9.22
IV
73.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
9.79
IV
72.9%
B/E move
8.5%
Puts
Pseudo strike
9.41
IV
72.2%
B/E move
6.8%

50Δ

Calls
Pseudo strike
9.59
IV
74.4%
B/E move
7.5%
Puts
Pseudo strike
9.60
IV
71.5%
B/E move
5.8%

55Δ

Calls
Pseudo strike
9.40
IV
75.9%
B/E move
6.5%
Puts
Pseudo strike
9.78
IV
70.7%
B/E move
4.8%

60Δ

Calls
Pseudo strike
9.21
IV
77.4%
B/E move
5.6%
Puts
Pseudo strike
9.97
IV
69.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
9.01
IV
79.0%
B/E move
4.6%
Puts
Pseudo strike
10.21
IV
70.1%
B/E move
3.2%

70Δ

Calls
Pseudo strike
8.80
IV
77.5%
B/E move
3.8%
Puts
Pseudo strike
10.45
IV
70.4%
B/E move
2.6%

75Δ

Calls
Pseudo strike
8.58
IV
75.8%
B/E move
3.1%
Puts
Pseudo strike
10.70
IV
70.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
8.36
IV
74.1%
B/E move
2.3%
Puts
Pseudo strike
10.94
IV
71.1%
B/E move
1.4%

Options history

IV · four-Friday blend55.92%
Daily EOD
WEST55.5%58.4%61.2%2026-10-19: 57.01%2026-10-20: 59.61%2026-10-21: 60.82%2026-10-22: 60.28%2026-10-23: 59.92%2026-10-26: 59.74%2026-10-27: 57.90%2026-10-28: 60.19%2026-10-29: 60.81%2026-10-30: 55.92%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.01%
59.61%
60.82%
60.28%
59.92%
59.74%
57.90%
60.19%
60.81%
55.92%