IntraAlpha
Create free account Start free

Whirlpool Corp. WHR

CONSUMER CYCLICAL · FURNISHINGS, FIXTURES & APPLIANCES
i

Market dataready · fetched 2026-11-04T07:31:04.506Z

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 · 2026-11-04T00:37:06.176749907Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:26:21.850205+00:00

Share price$30.04
1D-3.7%
AH$29.91$30.26$30.61$30.96$31.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWHR
Sold putSold callAH

Whirlpool Corp. options

Live interpolated WHR call and put midpoint premiums by absolute delta.Whirlpool Corp.$0.34$1.48$2.61$3.74$4.88$22.36$26.32$30.29$34.25$38.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WHR spot · $30.04WHR PRICE$0.46$0.62$0.78$0.95$1.14$1.33$1.52$1.77$2.17$2.57$2.98$3.41$4.17$0.53$0.69$0.92$1.14$1.37$1.59$1.84$2.11$2.37$2.64$2.90$3.60$4.55
PutsCheap0.68×
CallsCheap0.66×
SkewBullish-3.86 pp
Implied moveBearish±$3.36
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4368.7%16.2%26.7670.0%12.7%
25Δ33.6468.9%14.1%27.6167.8%10.4%
30Δ32.8669.1%12.0%28.1767.8%9.3%
35Δ32.1868.5%10.3%28.7367.8%8.2%
40Δ31.5967.3%9.0%29.2967.8%7.0%
45Δ31.0166.1%7.6%29.8567.7%5.9%
50Δ30.4264.9%6.3%30.3666.3%5.1%
55Δ29.8364.7%5.2%30.8564.3%4.3%
60Δ29.2467.0%4.5%31.3462.3%3.6%
65Δ28.6469.2%3.9%31.8360.3%2.8%
70Δ28.0571.5%3.3%32.3258.3%2.1%
75Δ27.4273.8%2.7%33.1760.5%1.6%
80Δ26.5076.4%2.1%34.2265.2%1.2%

20Δ

Calls
Pseudo strike
34.43
IV
68.7%
B/E move
16.2%
Puts
Pseudo strike
26.76
IV
70.0%
B/E move
12.7%

25Δ

Calls
Pseudo strike
33.64
IV
68.9%
B/E move
14.1%
Puts
Pseudo strike
27.61
IV
67.8%
B/E move
10.4%

30Δ

Calls
Pseudo strike
32.86
IV
69.1%
B/E move
12.0%
Puts
Pseudo strike
28.17
IV
67.8%
B/E move
9.3%

35Δ

Calls
Pseudo strike
32.18
IV
68.5%
B/E move
10.3%
Puts
Pseudo strike
28.73
IV
67.8%
B/E move
8.2%

40Δ

Calls
Pseudo strike
31.59
IV
67.3%
B/E move
9.0%
Puts
Pseudo strike
29.29
IV
67.8%
B/E move
7.0%

45Δ

Calls
Pseudo strike
31.01
IV
66.1%
B/E move
7.6%
Puts
Pseudo strike
29.85
IV
67.7%
B/E move
5.9%

50Δ

Calls
Pseudo strike
30.42
IV
64.9%
B/E move
6.3%
Puts
Pseudo strike
30.36
IV
66.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
29.83
IV
64.7%
B/E move
5.2%
Puts
Pseudo strike
30.85
IV
64.3%
B/E move
4.3%

60Δ

Calls
Pseudo strike
29.24
IV
67.0%
B/E move
4.5%
Puts
Pseudo strike
31.34
IV
62.3%
B/E move
3.6%

65Δ

Calls
Pseudo strike
28.64
IV
69.2%
B/E move
3.9%
Puts
Pseudo strike
31.83
IV
60.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
28.05
IV
71.5%
B/E move
3.3%
Puts
Pseudo strike
32.32
IV
58.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
27.42
IV
73.8%
B/E move
2.7%
Puts
Pseudo strike
33.17
IV
60.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.50
IV
76.4%
B/E move
2.1%
Puts
Pseudo strike
34.22
IV
65.2%
B/E move
1.2%

Options history

IV · four-Friday blend66.11%
Daily close
WHR49.6%61.2%72.7%2026-08-06: 58.04%2026-08-07: 57.35%2026-08-10: 58.83%2026-08-11: 58.21%2026-08-12: 56.61%2026-08-13: 55.47%2026-08-14: 54.21%2026-08-17: 57.70%2026-08-18: 57.28%2026-08-21: 53.13%2026-08-24: 53.46%2026-08-25: 52.99%2026-08-26: 53.73%2026-08-27: 52.79%2026-08-28: 51.82%2026-08-31: 51.33%2026-09-01: 52.91%2026-09-02: 52.55%2026-09-03: 51.18%2026-09-04: 52.05%2026-09-08: 55.60%2026-09-09: 56.46%2026-09-10: 57.63%2026-09-11: 56.77%2026-09-14: 63.06%2026-09-15: 62.68%2026-09-16: 62.43%2026-09-18: 60.74%2026-09-21: 61.00%2026-09-22: 59.57%2026-09-23: 59.79%2026-09-24: 59.62%2026-09-25: 59.95%2026-09-28: 62.85%2026-09-29: 63.40%2026-09-30: 65.10%2026-10-01: 65.13%2026-10-02: 64.72%2026-10-05: 62.36%2026-10-06: 63.37%2026-10-07: 63.09%2026-10-08: 63.14%2026-10-09: 60.97%2026-10-14: 66.87%2026-10-16: 65.16%2026-10-19: 67.32%2026-10-20: 67.33%2026-10-21: 67.59%2026-10-22: 68.00%2026-10-23: 67.42%2026-10-26: 71.12%2026-10-27: 63.60%2026-10-28: 62.34%2026-10-29: 64.17%2026-10-30: 66.11%Aug 6Sep 18Oct 30
55 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
58.04%
57.35%
58.83%
58.21%
56.61%
55.47%
54.21%
57.70%
57.28%
53.13%
53.46%
52.99%
53.73%
52.79%
51.82%
51.33%
52.91%
52.55%
51.18%
52.05%
55.60%
56.46%
57.63%
56.77%
63.06%
62.68%
62.43%
60.74%
61.00%
59.57%
59.79%
59.62%
59.95%
62.85%
63.40%
65.10%
65.13%
64.72%
62.36%
63.37%
63.09%
63.14%
60.97%
66.87%
65.16%
67.32%
67.33%
67.59%
68.00%
67.42%
71.12%
63.60%
62.34%
64.17%
66.11%