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Wingstop Inc. Common Stock WING

CONSUMER CYCLICAL · RESTAURANTS
i

Market dataready · fetched 2026-11-06T19:44:27.612Z

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 · 2026-11-06T19:44:14.160798426Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T19:44:26.806605+00:00

Share price$163.11
1D+0.7%
$158$160$162$164$1665:30 AM6:30 AM9:00 AM1:00 PMWING
Sold putSold call

Wingstop Inc. Common Stock options

Live interpolated WING call and put midpoint premiums by absolute delta.Wingstop Inc. Common Stock$1.57$7.14$12.72$18.29$23.87$106.96$131.16$155.36$179.56$203.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WING spot · $163.10WING PRICE$2.17$2.87$3.65$4.59$5.58$6.58$7.61$8.79$10.05$11.68$13.31$14.96$2.39$3.17$3.96$4.95$5.99$7.26$8.57$10.25$12.01$13.84$15.89$19.03$22.26
PutsCheap0.89×
Calls——
Skew——
Implied moveBearish±$16.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ183.1664.2%13.6%148.3962.4%10.5%
25Δ179.1763.8%11.6%151.4962.2%9.1%
30Δ175.8463.8%10.0%154.4861.0%7.7%
35Δ172.9464.7%8.8%157.0861.0%6.7%
40Δ170.1965.8%7.8%159.6061.1%5.8%
45Δ167.4165.2%6.7%162.0961.5%5.1%
50Δ164.6664.4%5.6%164.5662.0%4.4%
55Δ162.0963.7%4.8%167.2362.9%3.8%
60Δ159.5063.3%4.0%169.9563.9%3.2%
65Δ156.8463.7%3.3%172.7163.3%2.6%
70Δ154.2063.6%2.7%175.6563.0%2.0%
75Δ151.5762.1%2.1%179.4965.0%1.6%
80Δ183.3762.6%1.2%

20Δ

Calls
Pseudo strike
183.16
IV
64.2%
B/E move
13.6%
Puts
Pseudo strike
148.39
IV
62.4%
B/E move
10.5%

25Δ

Calls
Pseudo strike
179.17
IV
63.8%
B/E move
11.6%
Puts
Pseudo strike
151.49
IV
62.2%
B/E move
9.1%

30Δ

Calls
Pseudo strike
175.84
IV
63.8%
B/E move
10.0%
Puts
Pseudo strike
154.48
IV
61.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
172.94
IV
64.7%
B/E move
8.8%
Puts
Pseudo strike
157.08
IV
61.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
170.19
IV
65.8%
B/E move
7.8%
Puts
Pseudo strike
159.60
IV
61.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
167.41
IV
65.2%
B/E move
6.7%
Puts
Pseudo strike
162.09
IV
61.5%
B/E move
5.1%

50Δ

Calls
Pseudo strike
164.66
IV
64.4%
B/E move
5.6%
Puts
Pseudo strike
164.56
IV
62.0%
B/E move
4.4%

55Δ

Calls
Pseudo strike
162.09
IV
63.7%
B/E move
4.8%
Puts
Pseudo strike
167.23
IV
62.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
159.50
IV
63.3%
B/E move
4.0%
Puts
Pseudo strike
169.95
IV
63.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
156.84
IV
63.7%
B/E move
3.3%
Puts
Pseudo strike
172.71
IV
63.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
154.20
IV
63.6%
B/E move
2.7%
Puts
Pseudo strike
175.65
IV
63.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
151.57
IV
62.1%
B/E move
2.1%
Puts
Pseudo strike
179.49
IV
65.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
183.37
IV
62.6%
B/E move
1.2%

Options history

IV · four-Friday blend58.14%
Daily EOD
WING57.2%64.3%71.4%2026-10-19: 67.76%2026-10-20: 67.24%2026-10-21: 67.29%2026-10-22: 66.63%2026-10-23: 70.41%2026-10-26: 69.07%2026-10-27: 69.66%2026-10-28: 60.16%2026-10-29: 59.34%2026-10-30: 58.14%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
67.76%
67.24%
67.29%
66.63%
70.41%
69.07%
69.66%
60.16%
59.34%
58.14%