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WesBanco, Inc. Common Stock WSBC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T00:21:50.671Z

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 · 2026-11-03T21:00:03.203856503Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:21:49.957376+00:00

Share price$38.84
1D-1.0%
AH$38.73$38.91$39.09$39.27$39.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSBC
Sold putSold callAH

WesBanco, Inc. Common Stock options

Live interpolated WSBC call and put midpoint premiums by absolute delta.WesBanco, Inc. Common Stock$1.00$1.80$2.59$3.38$4.17$36.53$37.87$39.21$40.54$41.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive WSBC spot · $38.84WSBC PRICE$1.09$1.32$1.55$1.78$2.08$2.39$2.70$3.01$3.32$3.64$3.95$1.19$1.51$1.70$1.70$1.71$1.71$1.72$1.72$1.72
Puts——
Calls——
Skew——
Implied moveBullish±$3.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.4591.7%16.9%
25Δ34.4399.8%15.3%
30Δ42.9770.3%13.4%35.29100.3%13.5%
35Δ42.0169.6%11.6%35.9890.3%11.8%
40Δ41.0568.9%9.7%36.6780.4%10.0%
45Δ40.0968.2%7.8%37.3670.4%8.2%
50Δ39.4366.1%6.9%38.0560.4%6.4%
55Δ38.7963.8%6.0%38.7450.4%4.7%
60Δ38.1661.5%5.2%39.4440.5%2.9%
65Δ37.5259.3%4.4%
70Δ36.8957.0%3.5%
75Δ36.2554.7%2.7%
80Δ35.6252.4%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.45
IV
91.7%
B/E move
16.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.43
IV
99.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
42.97
IV
70.3%
B/E move
13.4%
Puts
Pseudo strike
35.29
IV
100.3%
B/E move
13.5%

35Δ

Calls
Pseudo strike
42.01
IV
69.6%
B/E move
11.6%
Puts
Pseudo strike
35.98
IV
90.3%
B/E move
11.8%

40Δ

Calls
Pseudo strike
41.05
IV
68.9%
B/E move
9.7%
Puts
Pseudo strike
36.67
IV
80.4%
B/E move
10.0%

45Δ

Calls
Pseudo strike
40.09
IV
68.2%
B/E move
7.8%
Puts
Pseudo strike
37.36
IV
70.4%
B/E move
8.2%

50Δ

Calls
Pseudo strike
39.43
IV
66.1%
B/E move
6.9%
Puts
Pseudo strike
38.05
IV
60.4%
B/E move
6.4%

55Δ

Calls
Pseudo strike
38.79
IV
63.8%
B/E move
6.0%
Puts
Pseudo strike
38.74
IV
50.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
38.16
IV
61.5%
B/E move
5.2%
Puts
Pseudo strike
39.44
IV
40.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
37.52
IV
59.3%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
36.89
IV
57.0%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
36.25
IV
54.7%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
35.62
IV
52.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend37.30%
Daily EOD
WSBC32.9%35.2%37.6%2026-10-19: 33.61%2026-10-20: 33.73%2026-10-21: 37.12%2026-10-23: 34.73%2026-10-26: 33.18%2026-10-27: 37.01%2026-10-29: 34.61%2026-10-30: 37.30%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.61%
33.73%
37.12%
34.73%
33.18%
37.01%
34.61%
37.30%