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Weatherford International plc Ordinary Shares WFRD

i

Market dataready · fetched 2026-11-04T05:49:24.506Z

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 2026-11-04T05:49:23.888500+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$3.24$5.78$8.33$10.87$72.17$79.53$86.89$94.24$101.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WFRD spot · $87.70WFRD PRICE$0.97$1.26$1.63$1.99$2.36$2.89$3.56$4.23$4.89$5.62$6.55$7.48$8.40$1.06$1.44$1.82$2.20$2.64$3.07$3.50$3.94$4.53$5.87$7.22$8.57$10.14
PutsFair1.04×
CallsCheap0.84×
SkewBullish-2.99 pp
Implied moveBalanced±$7.06
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.7949.2%11.5%81.2445.4%8.6%
25Δ94.5346.7%9.2%82.4746.3%7.6%
30Δ93.2146.8%8.1%83.7047.1%6.6%
35Δ91.9047.0%7.1%84.9348.0%5.7%
40Δ90.5947.1%6.0%85.9946.9%5.0%
45Δ89.3647.9%5.2%87.0445.6%4.3%
50Δ88.2049.2%4.6%88.0844.3%3.6%
55Δ87.0450.5%4.1%89.1343.0%2.9%
60Δ85.8851.9%3.5%90.2742.5%2.2%
65Δ84.6752.8%3.0%91.8745.6%1.9%
70Δ83.3152.5%2.5%93.4748.8%1.6%
75Δ81.9552.1%2.0%95.0951.8%1.4%
80Δ80.5851.7%1.5%96.9751.2%1.0%

20Δ

Calls
Pseudo strike
96.79
IV
49.2%
B/E move
11.5%
Puts
Pseudo strike
81.24
IV
45.4%
B/E move
8.6%

25Δ

Calls
Pseudo strike
94.53
IV
46.7%
B/E move
9.2%
Puts
Pseudo strike
82.47
IV
46.3%
B/E move
7.6%

30Δ

Calls
Pseudo strike
93.21
IV
46.8%
B/E move
8.1%
Puts
Pseudo strike
83.70
IV
47.1%
B/E move
6.6%

35Δ

Calls
Pseudo strike
91.90
IV
47.0%
B/E move
7.1%
Puts
Pseudo strike
84.93
IV
48.0%
B/E move
5.7%

40Δ

Calls
Pseudo strike
90.59
IV
47.1%
B/E move
6.0%
Puts
Pseudo strike
85.99
IV
46.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
89.36
IV
47.9%
B/E move
5.2%
Puts
Pseudo strike
87.04
IV
45.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
88.20
IV
49.2%
B/E move
4.6%
Puts
Pseudo strike
88.08
IV
44.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
87.04
IV
50.5%
B/E move
4.1%
Puts
Pseudo strike
89.13
IV
43.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
85.88
IV
51.9%
B/E move
3.5%
Puts
Pseudo strike
90.27
IV
42.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
84.67
IV
52.8%
B/E move
3.0%
Puts
Pseudo strike
91.87
IV
45.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
83.31
IV
52.5%
B/E move
2.5%
Puts
Pseudo strike
93.47
IV
48.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
81.95
IV
52.1%
B/E move
2.0%
Puts
Pseudo strike
95.09
IV
51.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
80.58
IV
51.7%
B/E move
1.5%
Puts
Pseudo strike
96.97
IV
51.2%
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%