IntraAlpha
Create free account Start free

Weatherford International plc Ordinary Shares WFRD

i

Market dataready · fetched 2026-11-04T04:47:29.154Z

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 · 2026-11-03T21:00:02.393379451Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T04:47:28.642459+00:00

Share price$87.70
1D-2.2%
AH$87.30$88.02$88.74$89.46$90.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWFRD
Sold putSold callAH

Weatherford International plc Ordinary Shares options

Live interpolated WFRD call and put midpoint premiums by absolute delta.Weatherford International plc Ordinary Shares$0.70$3.25$5.80$8.36$10.91$72.17$79.53$86.89$94.24$101.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFRD spot · $87.70WFRD PRICE$0.97$1.26$1.62$1.99$2.36$2.89$3.55$4.22$4.89$5.61$6.54$7.46$8.39$1.06$1.44$1.82$2.21$2.64$3.07$3.51$3.94$4.55$5.89$7.24$8.60$10.17
PutsFair1.02×
CallsCheap0.82×
SkewBullish-2.92 pp
Implied moveBalanced±$7.06
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.7949.1%11.5%81.2445.0%8.6%
25Δ94.5346.5%9.2%82.4745.5%7.6%
30Δ93.2246.3%8.1%83.7046.1%6.6%
35Δ91.9146.0%7.1%84.9446.7%5.7%
40Δ90.5945.8%6.0%86.0045.5%5.0%
45Δ89.3746.4%5.2%87.0544.3%4.3%
50Δ88.2147.7%4.6%88.0943.0%3.6%
55Δ87.0549.0%4.1%89.1441.8%2.9%
60Δ85.8950.2%3.5%90.3041.3%2.2%
65Δ84.6951.2%3.0%91.9044.4%1.9%
70Δ83.3350.8%2.5%93.5047.5%1.6%
75Δ81.9750.4%2.0%95.1250.4%1.3%
80Δ80.6050.1%1.5%97.0249.9%1.0%

20Δ

Calls
Pseudo strike
96.79
IV
49.1%
B/E move
11.5%
Puts
Pseudo strike
81.24
IV
45.0%
B/E move
8.6%

25Δ

Calls
Pseudo strike
94.53
IV
46.5%
B/E move
9.2%
Puts
Pseudo strike
82.47
IV
45.5%
B/E move
7.6%

30Δ

Calls
Pseudo strike
93.22
IV
46.3%
B/E move
8.1%
Puts
Pseudo strike
83.70
IV
46.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
91.91
IV
46.0%
B/E move
7.1%
Puts
Pseudo strike
84.94
IV
46.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
90.59
IV
45.8%
B/E move
6.0%
Puts
Pseudo strike
86.00
IV
45.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
89.37
IV
46.4%
B/E move
5.2%
Puts
Pseudo strike
87.05
IV
44.3%
B/E move
4.3%

50Δ

Calls
Pseudo strike
88.21
IV
47.7%
B/E move
4.6%
Puts
Pseudo strike
88.09
IV
43.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
87.05
IV
49.0%
B/E move
4.1%
Puts
Pseudo strike
89.14
IV
41.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
85.89
IV
50.2%
B/E move
3.5%
Puts
Pseudo strike
90.30
IV
41.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
84.69
IV
51.2%
B/E move
3.0%
Puts
Pseudo strike
91.90
IV
44.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
83.33
IV
50.8%
B/E move
2.5%
Puts
Pseudo strike
93.50
IV
47.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
81.97
IV
50.4%
B/E move
2.0%
Puts
Pseudo strike
95.12
IV
50.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
80.60
IV
50.1%
B/E move
1.5%
Puts
Pseudo strike
97.02
IV
49.9%
B/E move
1.0%

Options history

IV · four-Friday blend39.32%
Daily EOD
WFRD38.3%41.2%44.1%2026-10-19: 42.72%2026-10-20: 43.67%2026-10-21: 41.17%2026-10-22: 41.37%2026-10-23: 41.25%2026-10-26: 39.59%2026-10-27: 38.72%2026-10-28: 38.71%2026-10-29: 39.79%2026-10-30: 39.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.72%
43.67%
41.17%
41.37%
41.25%
39.59%
38.72%
38.71%
39.79%
39.32%