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Willdan Group, Inc. Common Stock WLDN

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Market dataready · fetched 2026-11-08T09:15:20.116Z

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 · 2026-11-06T21:02:19.215507821Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-08T09:15:19.739416+00:00

Share price$66.51
1D-7.4%
AH$61$64$67$70$735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLDN
Sold putSold callAH

Willdan Group, Inc. Common Stock options

Live interpolated WLDN call and put midpoint premiums by absolute delta.Willdan Group, Inc. Common Stock$0.90$3.41$5.92$8.43$10.94$54.50$61.00$67.49$73.98$80.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WLDN spot · $66.51WLDN PRICE$1.17$1.37$1.62$1.86$2.14$2.43$2.72$3.01$3.30$4.03$5.01$5.98$6.96$1.46$1.83$2.21$2.58$3.23$3.88$4.53$5.18$6.10$7.27$8.45$10.21
Puts——
CallsFair1.03×
Skew——
Implied moveBearish±$6.60
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.3993.3%19.6%
25Δ74.6180.9%14.2%61.2172.8%10.2%
30Δ72.6475.7%11.7%62.4871.8%8.8%
35Δ70.6870.4%9.1%63.7570.7%7.5%
40Δ69.3566.6%7.5%65.0169.7%6.1%
45Δ68.3563.5%6.4%66.1270.2%5.4%
50Δ67.3560.4%5.4%67.2370.7%4.7%
55Δ66.3557.3%4.3%68.3471.2%4.1%
60Δ65.3654.2%3.2%69.4571.6%3.4%
65Δ64.2155.2%2.6%70.7772.3%2.8%
70Δ62.9958.5%2.2%72.2873.2%2.3%
75Δ61.7761.7%1.9%73.7874.2%1.8%
80Δ60.5565.0%1.5%75.8577.7%1.3%

20Δ

Calls
Pseudo strike
78.39
IV
93.3%
B/E move
19.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.61
IV
80.9%
B/E move
14.2%
Puts
Pseudo strike
61.21
IV
72.8%
B/E move
10.2%

30Δ

Calls
Pseudo strike
72.64
IV
75.7%
B/E move
11.7%
Puts
Pseudo strike
62.48
IV
71.8%
B/E move
8.8%

35Δ

Calls
Pseudo strike
70.68
IV
70.4%
B/E move
9.1%
Puts
Pseudo strike
63.75
IV
70.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
69.35
IV
66.6%
B/E move
7.5%
Puts
Pseudo strike
65.01
IV
69.7%
B/E move
6.1%

45Δ

Calls
Pseudo strike
68.35
IV
63.5%
B/E move
6.4%
Puts
Pseudo strike
66.12
IV
70.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
67.35
IV
60.4%
B/E move
5.4%
Puts
Pseudo strike
67.23
IV
70.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
66.35
IV
57.3%
B/E move
4.3%
Puts
Pseudo strike
68.34
IV
71.2%
B/E move
4.1%

60Δ

Calls
Pseudo strike
65.36
IV
54.2%
B/E move
3.2%
Puts
Pseudo strike
69.45
IV
71.6%
B/E move
3.4%

65Δ

Calls
Pseudo strike
64.21
IV
55.2%
B/E move
2.6%
Puts
Pseudo strike
70.77
IV
72.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
62.99
IV
58.5%
B/E move
2.2%
Puts
Pseudo strike
72.28
IV
73.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
61.77
IV
61.7%
B/E move
1.9%
Puts
Pseudo strike
73.78
IV
74.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
60.55
IV
65.0%
B/E move
1.5%
Puts
Pseudo strike
75.85
IV
77.7%
B/E move
1.3%

Options history

IV · four-Friday blend65.77%
Daily EOD
WLDN59.0%62.6%66.3%2026-10-19: 59.79%2026-10-20: 59.48%2026-10-21: 60.08%2026-10-22: 61.30%2026-10-23: 62.75%2026-10-26: 63.77%2026-10-27: 64.28%2026-10-28: 62.61%2026-10-29: 62.62%2026-10-30: 65.77%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.79%
59.48%
60.08%
61.30%
62.75%
63.77%
64.28%
62.61%
62.62%
65.77%