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Willis Lease Finance Corporation Common Stock WLFC

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Market dataready · fetched 2026-11-07T06:47:56.482Z

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 · 2026-11-06T21:00:10.292602411Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:47:56.010066+00:00

Share price$46.86
1D+1.6%
AH$45.64$46.04$46.43$46.82$47.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWLFC
Sold putSold callAH

Willis Lease Finance Corporation Common Stock options

Live interpolated WLFC call and put midpoint premiums by absolute delta.Willis Lease Finance Corporation Common Stock$0.82$2.65$4.47$6.29$8.11$36.39$41.21$46.04$50.87$55.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WLFC spot · $46.86WLFC PRICE$1.04$1.17$1.34$1.52$1.77$2.04$2.31$2.58$2.85$3.13$4.00$5.11$6.21$1.02$1.21$1.40$1.60$1.91$2.23$2.55$2.87$3.18$3.50$3.82$5.49$7.59
PutsCheap0.84×
CallsFair0.99×
SkewBullish-7.41 pp
Implied moveBearish±$4.86
TiltBearish4.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.19114.9%26.4%40.7094.7%15.3%
25Δ54.2795.5%18.3%42.1286.3%12.7%
30Δ52.3286.5%14.5%43.5577.9%10.1%
35Δ50.3877.5%10.7%44.9769.5%7.4%
40Δ49.3473.8%9.1%45.6867.4%6.6%
45Δ48.5171.3%7.9%46.3765.4%5.8%
50Δ47.6968.9%6.7%47.0663.4%5.0%
55Δ46.8766.4%5.5%47.7561.4%4.2%
60Δ46.0564.0%4.4%48.4559.4%3.4%
65Δ45.2261.5%3.2%49.1457.4%2.6%
70Δ44.0765.4%2.6%49.8355.4%1.8%
75Δ42.7871.6%2.2%51.6564.1%1.5%
80Δ41.5077.8%1.8%53.8476.2%1.3%

20Δ

Calls
Pseudo strike
58.19
IV
114.9%
B/E move
26.4%
Puts
Pseudo strike
40.70
IV
94.7%
B/E move
15.3%

25Δ

Calls
Pseudo strike
54.27
IV
95.5%
B/E move
18.3%
Puts
Pseudo strike
42.12
IV
86.3%
B/E move
12.7%

30Δ

Calls
Pseudo strike
52.32
IV
86.5%
B/E move
14.5%
Puts
Pseudo strike
43.55
IV
77.9%
B/E move
10.1%

35Δ

Calls
Pseudo strike
50.38
IV
77.5%
B/E move
10.7%
Puts
Pseudo strike
44.97
IV
69.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
49.34
IV
73.8%
B/E move
9.1%
Puts
Pseudo strike
45.68
IV
67.4%
B/E move
6.6%

45Δ

Calls
Pseudo strike
48.51
IV
71.3%
B/E move
7.9%
Puts
Pseudo strike
46.37
IV
65.4%
B/E move
5.8%

50Δ

Calls
Pseudo strike
47.69
IV
68.9%
B/E move
6.7%
Puts
Pseudo strike
47.06
IV
63.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
46.87
IV
66.4%
B/E move
5.5%
Puts
Pseudo strike
47.75
IV
61.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
46.05
IV
64.0%
B/E move
4.4%
Puts
Pseudo strike
48.45
IV
59.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
45.22
IV
61.5%
B/E move
3.2%
Puts
Pseudo strike
49.14
IV
57.4%
B/E move
2.6%

70Δ

Calls
Pseudo strike
44.07
IV
65.4%
B/E move
2.6%
Puts
Pseudo strike
49.83
IV
55.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
42.78
IV
71.6%
B/E move
2.2%
Puts
Pseudo strike
51.65
IV
64.1%
B/E move
1.5%

80Δ

Calls
Pseudo strike
41.50
IV
77.8%
B/E move
1.8%
Puts
Pseudo strike
53.84
IV
76.2%
B/E move
1.3%

Options history

IV · four-Friday blend57.75%
Daily EOD
WLFC51.6%54.9%58.2%2026-10-19: 54.25%2026-10-20: 54.17%2026-10-21: 54.38%2026-10-22: 52.03%2026-10-23: 53.55%2026-10-26: 54.03%2026-10-27: 56.11%2026-10-28: 55.52%2026-10-29: 55.11%2026-10-30: 57.75%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.25%
54.17%
54.38%
52.03%
53.55%
54.03%
56.11%
55.52%
55.11%
57.75%