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Waste Management, Inc. WM

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-06T21:08:35.547Z

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 · 2026-11-06T21:01:54.171499672Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:08:34.995984+00:00

Share price$236.26
1D-0.3%
AH$234.58$235.23$235.88$236.53$237.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWM
Sold putSold callAH

Waste Management, Inc. options

Live interpolated WM call and put midpoint premiums by absolute delta.Waste Management, Inc.$1.03$4.36$7.70$11.03$14.36$215.23$225.44$235.65$245.86$256.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WM spot · $236.26WM PRICE$1.39$1.83$2.28$2.73$3.22$4.04$4.86$5.69$6.51$7.34$8.16$9.41$11.13$1.58$2.04$2.54$3.24$3.95$4.65$5.35$6.06$6.78$8.43$10.09$11.75$13.40
PutsCheap0.73×
CallsCheap0.73×
SkewBearish+1.96 pp
Implied moveBearish±$10.22
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ248.0926.5%5.6%225.8626.9%5.1%
25Δ246.0126.1%4.9%228.1127.4%4.3%
30Δ243.9325.6%4.2%230.2727.7%3.6%
35Δ241.8525.2%3.5%231.8927.5%3.2%
40Δ239.8324.9%2.9%233.5227.2%2.8%
45Δ238.3324.9%2.6%235.1527.0%2.4%
50Δ236.8224.9%2.3%236.7726.7%2.0%
55Δ235.3224.9%2.0%238.4026.5%1.7%
60Δ233.8125.0%1.7%240.0326.2%1.3%
65Δ232.3025.0%1.4%242.1726.7%1.1%
70Δ230.8025.0%1.1%244.3127.1%0.9%
75Δ228.9724.7%0.9%246.4527.5%0.7%
80Δ226.7824.0%0.7%248.5828.0%0.5%

20Δ

Calls
Pseudo strike
248.09
IV
26.5%
B/E move
5.6%
Puts
Pseudo strike
225.86
IV
26.9%
B/E move
5.1%

25Δ

Calls
Pseudo strike
246.01
IV
26.1%
B/E move
4.9%
Puts
Pseudo strike
228.11
IV
27.4%
B/E move
4.3%

30Δ

Calls
Pseudo strike
243.93
IV
25.6%
B/E move
4.2%
Puts
Pseudo strike
230.27
IV
27.7%
B/E move
3.6%

35Δ

Calls
Pseudo strike
241.85
IV
25.2%
B/E move
3.5%
Puts
Pseudo strike
231.89
IV
27.5%
B/E move
3.2%

40Δ

Calls
Pseudo strike
239.83
IV
24.9%
B/E move
2.9%
Puts
Pseudo strike
233.52
IV
27.2%
B/E move
2.8%

45Δ

Calls
Pseudo strike
238.33
IV
24.9%
B/E move
2.6%
Puts
Pseudo strike
235.15
IV
27.0%
B/E move
2.4%

50Δ

Calls
Pseudo strike
236.82
IV
24.9%
B/E move
2.3%
Puts
Pseudo strike
236.77
IV
26.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
235.32
IV
24.9%
B/E move
2.0%
Puts
Pseudo strike
238.40
IV
26.5%
B/E move
1.7%

60Δ

Calls
Pseudo strike
233.81
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
240.03
IV
26.2%
B/E move
1.3%

65Δ

Calls
Pseudo strike
232.30
IV
25.0%
B/E move
1.4%
Puts
Pseudo strike
242.17
IV
26.7%
B/E move
1.1%

70Δ

Calls
Pseudo strike
230.80
IV
25.0%
B/E move
1.1%
Puts
Pseudo strike
244.31
IV
27.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
228.97
IV
24.7%
B/E move
0.9%
Puts
Pseudo strike
246.45
IV
27.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
226.78
IV
24.0%
B/E move
0.7%
Puts
Pseudo strike
248.58
IV
28.0%
B/E move
0.5%

Options history

IV · four-Friday blend21.45%
Daily close
WM18.7%21.4%24.1%2026-08-10: 21.53%2026-08-11: 21.16%2026-08-21: 19.26%2026-08-24: 19.39%2026-08-25: 19.64%2026-08-26: 19.67%2026-08-27: 19.75%2026-08-28: 19.31%2026-08-31: 19.35%2026-09-01: 20.00%2026-09-02: 19.03%2026-09-03: 19.35%2026-09-18: 20.16%2026-09-21: 21.09%2026-09-22: 20.63%2026-09-23: 21.18%2026-09-24: 20.87%2026-09-25: 20.74%2026-09-28: 21.26%2026-09-29: 20.27%2026-09-30: 20.98%2026-10-01: 21.68%2026-10-05: 21.97%2026-10-06: 21.90%2026-10-07: 22.17%2026-10-08: 21.83%2026-10-16: 22.78%2026-10-19: 21.86%2026-10-20: 22.74%2026-10-21: 22.02%2026-10-22: 23.74%2026-10-23: 23.57%2026-10-26: 23.33%2026-10-27: 23.60%2026-10-28: 21.04%2026-10-29: 20.57%2026-10-30: 21.45%Aug 10Sep 28Oct 30
37 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
21.53%
21.16%
19.26%
19.39%
19.64%
19.67%
19.75%
19.31%
19.35%
20.00%
19.03%
19.35%
20.16%
21.09%
20.63%
21.18%
20.87%
20.74%
21.26%
20.27%
20.98%
21.68%
21.97%
21.90%
22.17%
21.83%
22.78%
21.86%
22.74%
22.02%
23.74%
23.57%
23.33%
23.60%
21.04%
20.57%
21.45%