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Williams Companies Inc. WMB

i

Market dataready · fetched 2026-11-03T14:43:03.070Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T14:42:54.881893973Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:43:02.633115+00:00

Share price$73.35
1D+5.2%
$69$71$72$73$745:30 AM6:30 AM9:00 AM1:00 PMWMB
Sold putSold call

Williams Companies Inc. options

Live interpolated WMB call and put midpoint premiums by absolute delta.Williams Companies Inc.$0.21$1.82$3.44$5.06$6.67$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEWMB PRICE$0.38$0.47$0.56$0.74$0.92$1.12$1.33$1.55$1.84$2.12$2.40$2.68$3.34$0.48$0.69$0.83$0.95$1.06$2.59$3.20$3.99$4.94$6.21
Puts——
CallsCheap0.61×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.3451.9%4.6%70.3256.7%4.8%
25Δ75.6148.9%3.7%70.6763.3%4.6%
30Δ74.8844.2%2.9%
35Δ74.5246.6%2.6%72.0351.9%2.9%
40Δ74.1649.0%2.4%72.4948.9%2.5%
45Δ73.7750.3%2.1%72.9546.0%2.0%
50Δ73.3550.9%1.8%
55Δ72.9251.5%1.5%
60Δ72.4652.4%1.3%74.6168.8%1.8%
65Δ72.0153.2%1.1%75.3773.3%1.6%
70Δ71.5651.9%0.8%76.3079.2%1.4%
75Δ71.1150.6%0.6%77.4184.6%1.2%
80Δ70.3454.5%0.5%78.8391.2%1.0%

20Δ

Calls
Pseudo strike
76.34
IV
51.9%
B/E move
4.6%
Puts
Pseudo strike
70.32
IV
56.7%
B/E move
4.8%

25Δ

Calls
Pseudo strike
75.61
IV
48.9%
B/E move
3.7%
Puts
Pseudo strike
70.67
IV
63.3%
B/E move
4.6%

30Δ

Calls
Pseudo strike
74.88
IV
44.2%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
74.52
IV
46.6%
B/E move
2.6%
Puts
Pseudo strike
72.03
IV
51.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
74.16
IV
49.0%
B/E move
2.4%
Puts
Pseudo strike
72.49
IV
48.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
73.77
IV
50.3%
B/E move
2.1%
Puts
Pseudo strike
72.95
IV
46.0%
B/E move
2.0%

50Δ

Calls
Pseudo strike
73.35
IV
50.9%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
72.92
IV
51.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
72.46
IV
52.4%
B/E move
1.3%
Puts
Pseudo strike
74.61
IV
68.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
72.01
IV
53.2%
B/E move
1.1%
Puts
Pseudo strike
75.37
IV
73.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
71.56
IV
51.9%
B/E move
0.8%
Puts
Pseudo strike
76.30
IV
79.2%
B/E move
1.4%

75Δ

Calls
Pseudo strike
71.11
IV
50.6%
B/E move
0.6%
Puts
Pseudo strike
77.41
IV
84.6%
B/E move
1.2%

80Δ

Calls
Pseudo strike
70.34
IV
54.5%
B/E move
0.5%
Puts
Pseudo strike
78.83
IV
91.2%
B/E move
1.0%

Options history

IV · four-Friday blend42.27%
Daily close
WMB24.7%34.1%43.6%2026-08-05: 30.86%2026-08-06: 30.43%2026-08-07: 26.04%2026-08-10: 28.00%2026-08-11: 28.05%2026-08-12: 26.32%2026-08-13: 26.49%2026-08-14: 25.96%2026-08-17: 27.78%2026-08-18: 29.20%2026-08-19: 34.27%2026-08-20: 30.45%2026-08-21: 27.87%2026-08-24: 28.65%2026-08-25: 27.93%2026-08-26: 31.08%2026-08-27: 31.90%2026-08-28: 26.64%2026-08-31: 30.47%2026-09-01: 29.59%2026-09-02: 30.93%2026-09-03: 29.15%2026-09-04: 27.19%2026-09-08: 32.21%2026-09-09: 31.60%2026-09-10: 33.29%2026-09-11: 28.62%2026-09-14: 31.98%2026-09-15: 32.35%2026-09-16: 31.31%2026-09-17: 32.56%2026-09-18: 28.77%2026-09-21: 30.06%2026-09-22: 30.29%2026-09-23: 28.62%2026-09-24: 31.04%2026-09-25: 26.74%2026-09-28: 28.00%2026-09-29: 28.62%2026-09-30: 30.05%2026-10-01: 30.63%2026-10-02: 26.00%2026-10-05: 26.69%2026-10-06: 28.50%2026-10-07: 28.46%2026-10-08: 31.98%2026-10-09: 29.98%2026-10-12: 30.10%2026-10-13: 30.59%2026-10-14: 32.40%2026-10-15: 38.81%2026-10-16: 30.65%2026-10-19: 33.94%2026-10-20: 34.14%2026-10-21: 36.64%2026-10-22: 40.82%2026-10-23: 35.49%2026-10-26: 35.82%2026-10-27: 37.99%2026-10-28: 41.18%2026-10-29: 37.64%2026-10-30: 42.27%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.86%
30.43%
26.04%
28.00%
28.05%
26.32%
26.49%
25.96%
27.78%
29.20%
34.27%
30.45%
27.87%
28.65%
27.93%
31.08%
31.90%
26.64%
30.47%
29.59%
30.93%
29.15%
27.19%
32.21%
31.60%
33.29%
28.62%
31.98%
32.35%
31.31%
32.56%
28.77%
30.06%
30.29%
28.62%
31.04%
26.74%
28.00%
28.62%
30.05%
30.63%
26.00%
26.69%
28.50%
28.46%
31.98%
29.98%
30.10%
30.59%
32.40%
38.81%
30.65%
33.94%
34.14%
36.64%
40.82%
35.49%
35.82%
37.99%
41.18%
37.64%
42.27%