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Weis Markets, Inc. WMK

i

Market dataready · fetched 2026-11-04T04:05:38.803Z

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 · 2026-11-04T00:17:20.240691657Z

FundamentalsSEC EDGAR · ready · as of 2026-06-27 · fetched 2026-11-04T04:05:38.056355+00:00

Share price$75.00
1D-2.0%
AH$74.15$74.83$75.51$76.19$76.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWMK
Sold putSold callAH

Weis Markets, Inc. options

Live interpolated WMK call and put midpoint premiums by absolute delta.Weis Markets, Inc.$2.00$3.09$4.18$5.27$6.35$63.99$69.39$74.80$80.20$85.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive WMK spot · $75.00WMK PRICE$2.50$2.12$2.24$2.37$2.49$2.77$3.21$3.65$4.09$4.53$4.97$2.50$2.50$2.50$2.51$2.53$2.54$2.79$3.26$3.73$4.20$4.66$5.13$6.04
PutsFair1.05×
Calls——
Skew——
Implied moveBearish±$5.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.14124.1%20.5%
25Δ92.18118.3%26.2%66.6296.1%14.5%
30Δ69.9875.1%10.0%
35Δ79.7760.6%9.2%71.4365.1%8.1%
40Δ78.4154.3%7.5%72.8655.2%6.2%
45Δ77.0548.0%5.9%74.3045.4%4.3%
50Δ75.6941.7%4.2%75.4140.1%3.2%
55Δ74.6338.0%3.2%76.2039.1%2.7%
60Δ73.8836.9%2.8%77.0038.2%2.3%
65Δ73.1435.8%2.4%77.7937.2%1.9%
70Δ72.3934.8%2.0%78.5836.3%1.4%
75Δ71.6433.7%1.6%79.3835.3%1.0%
80Δ70.9032.6%1.2%80.5735.9%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.14
IV
124.1%
B/E move
20.5%

25Δ

Calls
Pseudo strike
92.18
IV
118.3%
B/E move
26.2%
Puts
Pseudo strike
66.62
IV
96.1%
B/E move
14.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.98
IV
75.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
79.77
IV
60.6%
B/E move
9.2%
Puts
Pseudo strike
71.43
IV
65.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
78.41
IV
54.3%
B/E move
7.5%
Puts
Pseudo strike
72.86
IV
55.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
77.05
IV
48.0%
B/E move
5.9%
Puts
Pseudo strike
74.30
IV
45.4%
B/E move
4.3%

50Δ

Calls
Pseudo strike
75.69
IV
41.7%
B/E move
4.2%
Puts
Pseudo strike
75.41
IV
40.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
74.63
IV
38.0%
B/E move
3.2%
Puts
Pseudo strike
76.20
IV
39.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
73.88
IV
36.9%
B/E move
2.8%
Puts
Pseudo strike
77.00
IV
38.2%
B/E move
2.3%

65Δ

Calls
Pseudo strike
73.14
IV
35.8%
B/E move
2.4%
Puts
Pseudo strike
77.79
IV
37.2%
B/E move
1.9%

70Δ

Calls
Pseudo strike
72.39
IV
34.8%
B/E move
2.0%
Puts
Pseudo strike
78.58
IV
36.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
71.64
IV
33.7%
B/E move
1.6%
Puts
Pseudo strike
79.38
IV
35.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
70.90
IV
32.6%
B/E move
1.2%
Puts
Pseudo strike
80.57
IV
35.9%
B/E move
0.6%

Options history

IV · four-Friday blend30.46%
Daily EOD
WMK26.9%28.8%30.7%2026-10-19: 27.36%2026-10-20: 27.59%2026-10-21: 28.34%2026-10-22: 28.62%2026-10-23: 27.20%2026-10-26: 29.21%2026-10-27: 29.66%2026-10-28: 28.77%2026-10-29: 29.38%2026-10-30: 30.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.36%
27.59%
28.34%
28.62%
27.20%
29.21%
29.66%
28.77%
29.38%
30.46%