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West Fraser Timber Co. Ltd WFG

BASIC MATERIALS · LUMBER & WOOD PRODUCTION
i

Market dataready · fetched 2026-11-04T09:41:36.781Z

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 · 2026-11-04T00:00:00.002322176Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T09:41:33.892165+00:00

Share price$65.84
1D+0.4%
AH$64.70$65.06$65.43$65.79$66.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWFG
Sold putSold callAH

West Fraser Timber Co. Ltd options

Live interpolated WFG call and put midpoint premiums by absolute delta.West Fraser Timber Co. Ltd$0.65$2.30$3.95$5.60$7.24$59.68$62.79$65.89$69.00$72.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive WFG spot · $65.84WFG PRICE$0.83$1.07$1.33$1.59$1.85$2.11$2.38$2.73$3.41$4.09$4.77$5.45$0.87$1.07$1.27$1.47$1.94$2.47$3.00$3.53$4.06$4.59$5.39$6.77
Puts——
Calls——
Skew——
Implied moveBearish±$4.59
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ70.3642.0%8.1%62.0939.8%7.0%
30Δ69.4241.3%7.1%63.0138.5%5.9%
35Δ68.6540.7%6.3%63.9337.1%4.8%
40Δ67.8940.1%5.5%64.8535.7%3.7%
45Δ67.1239.5%4.8%65.6436.4%3.3%
50Δ66.3538.9%4.0%66.4137.5%2.9%
55Δ65.5938.3%3.2%67.1838.6%2.5%
60Δ64.7938.0%2.6%67.9539.7%2.2%
65Δ63.8938.8%2.2%68.7140.7%1.8%
70Δ62.9939.6%1.9%69.4841.8%1.4%
75Δ62.1040.5%1.6%70.5143.0%1.1%
80Δ61.2041.3%1.2%72.0744.5%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
70.36
IV
42.0%
B/E move
8.1%
Puts
Pseudo strike
62.09
IV
39.8%
B/E move
7.0%

30Δ

Calls
Pseudo strike
69.42
IV
41.3%
B/E move
7.1%
Puts
Pseudo strike
63.01
IV
38.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
68.65
IV
40.7%
B/E move
6.3%
Puts
Pseudo strike
63.93
IV
37.1%
B/E move
4.8%

40Δ

Calls
Pseudo strike
67.89
IV
40.1%
B/E move
5.5%
Puts
Pseudo strike
64.85
IV
35.7%
B/E move
3.7%

45Δ

Calls
Pseudo strike
67.12
IV
39.5%
B/E move
4.8%
Puts
Pseudo strike
65.64
IV
36.4%
B/E move
3.3%

50Δ

Calls
Pseudo strike
66.35
IV
38.9%
B/E move
4.0%
Puts
Pseudo strike
66.41
IV
37.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
65.59
IV
38.3%
B/E move
3.2%
Puts
Pseudo strike
67.18
IV
38.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
64.79
IV
38.0%
B/E move
2.6%
Puts
Pseudo strike
67.95
IV
39.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
63.89
IV
38.8%
B/E move
2.2%
Puts
Pseudo strike
68.71
IV
40.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
62.99
IV
39.6%
B/E move
1.9%
Puts
Pseudo strike
69.48
IV
41.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
62.10
IV
40.5%
B/E move
1.6%
Puts
Pseudo strike
70.51
IV
43.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
61.20
IV
41.3%
B/E move
1.2%
Puts
Pseudo strike
72.07
IV
44.5%
B/E move
0.8%

Options history

IV · four-Friday blend38.80%
Daily EOD
WFG33.2%36.2%39.2%2026-10-19: 35.66%2026-10-20: 34.74%2026-10-21: 34.57%2026-10-22: 35.11%2026-10-23: 34.92%2026-10-26: 33.62%2026-10-27: 33.62%2026-10-28: 35.88%2026-10-29: 33.77%2026-10-30: 38.80%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
35.66%
34.74%
34.57%
35.11%
34.92%
33.62%
33.62%
35.88%
33.77%
38.80%