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Williams-Sonoma, Inc. WSM

i

Market dataready · fetched 2026-11-04T09:42:01.570Z

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 · 2026-11-04T00:00:00.00034365Z

FundamentalsSEC EDGAR · ready · as of 2026-08-02 · fetched 2026-11-04T09:42:00.938876+00:00

Share price$253.70
1D-1.2%
AH$250$252$254$256$2585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWSM
Sold putSold callAH

Williams-Sonoma, Inc. options

Live interpolated WSM call and put midpoint premiums by absolute delta.Williams-Sonoma, Inc.$2.14$10.57$19.00$27.44$35.87$214.27$233.42$252.57$271.72$290.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WSM spot · $253.70WSM PRICE$3.05$4.11$5.21$6.45$7.75$9.15$11.02$12.88$14.96$17.32$19.68$23.01$26.48$3.91$5.20$6.50$8.10$9.71$11.59$13.69$15.80$18.68$21.56$24.85$28.31$33.44
PutsExpensive1.81×
CallsExpensive1.69×
SkewBearish+4.20 pp
Implied moveBearish±$24.70
TiltBearish11.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ281.5354.1%12.2%229.7861.8%11.0%
25Δ276.3554.1%10.5%234.8160.9%9.5%
30Δ271.6554.3%9.1%239.7960.0%8.0%
35Δ267.3954.3%7.9%243.9759.6%7.0%
40Δ263.3754.1%6.9%248.1059.2%6.0%
45Δ259.4154.0%5.9%252.1559.0%5.2%
50Δ255.7554.8%5.2%256.1058.9%4.4%
55Δ252.0955.6%4.4%260.0758.9%3.7%
60Δ248.3356.1%3.8%264.4159.1%3.1%
65Δ244.4356.2%3.2%268.7459.3%2.6%
70Δ240.5256.4%2.6%273.3658.9%2.0%
75Δ235.9356.8%2.1%278.1058.2%1.5%
80Δ231.2457.3%1.6%284.3258.7%1.1%

20Δ

Calls
Pseudo strike
281.53
IV
54.1%
B/E move
12.2%
Puts
Pseudo strike
229.78
IV
61.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
276.35
IV
54.1%
B/E move
10.5%
Puts
Pseudo strike
234.81
IV
60.9%
B/E move
9.5%

30Δ

Calls
Pseudo strike
271.65
IV
54.3%
B/E move
9.1%
Puts
Pseudo strike
239.79
IV
60.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
267.39
IV
54.3%
B/E move
7.9%
Puts
Pseudo strike
243.97
IV
59.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
263.37
IV
54.1%
B/E move
6.9%
Puts
Pseudo strike
248.10
IV
59.2%
B/E move
6.0%

45Δ

Calls
Pseudo strike
259.41
IV
54.0%
B/E move
5.9%
Puts
Pseudo strike
252.15
IV
59.0%
B/E move
5.2%

50Δ

Calls
Pseudo strike
255.75
IV
54.8%
B/E move
5.2%
Puts
Pseudo strike
256.10
IV
58.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
252.09
IV
55.6%
B/E move
4.4%
Puts
Pseudo strike
260.07
IV
58.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
248.33
IV
56.1%
B/E move
3.8%
Puts
Pseudo strike
264.41
IV
59.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
244.43
IV
56.2%
B/E move
3.2%
Puts
Pseudo strike
268.74
IV
59.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
240.52
IV
56.4%
B/E move
2.6%
Puts
Pseudo strike
273.36
IV
58.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
235.93
IV
56.8%
B/E move
2.1%
Puts
Pseudo strike
278.10
IV
58.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
231.24
IV
57.3%
B/E move
1.6%
Puts
Pseudo strike
284.32
IV
58.7%
B/E move
1.1%

Options history

IV · four-Friday blend43.16%
Daily close
WSM35.0%40.2%45.4%2026-08-06: 43.14%2026-08-07: 42.06%2026-08-10: 44.63%2026-08-11: 44.54%2026-08-12: 44.19%2026-08-13: 44.38%2026-08-14: 41.58%2026-08-17: 43.36%2026-08-18: 43.79%2026-08-19: 43.75%2026-08-21: 43.68%2026-08-24: 43.13%2026-08-25: 44.69%2026-08-26: 36.55%2026-08-27: 36.05%2026-08-28: 35.76%2026-08-31: 36.59%2026-09-01: 36.74%2026-09-02: 36.16%2026-09-03: 36.25%2026-09-04: 35.97%2026-09-08: 38.97%2026-09-09: 38.60%2026-09-10: 38.87%2026-09-11: 36.59%2026-09-14: 39.58%2026-09-15: 41.88%2026-09-16: 44.02%2026-09-17: 43.03%2026-09-18: 38.76%2026-09-21: 39.38%2026-09-22: 39.25%2026-09-23: 39.47%2026-09-24: 39.22%2026-09-25: 38.48%2026-09-28: 39.83%2026-09-29: 39.10%2026-09-30: 39.34%2026-10-01: 39.20%2026-10-02: 38.62%2026-10-05: 38.94%2026-10-06: 38.90%2026-10-07: 39.64%2026-10-08: 38.91%2026-10-09: 38.96%2026-10-12: 40.91%2026-10-13: 40.80%2026-10-14: 43.08%2026-10-16: 41.11%2026-10-19: 40.73%2026-10-20: 39.78%2026-10-21: 40.66%2026-10-22: 40.78%2026-10-23: 41.46%2026-10-26: 42.45%2026-10-27: 42.48%2026-10-28: 41.50%2026-10-29: 41.59%2026-10-30: 43.16%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
43.14%
42.06%
44.63%
44.54%
44.19%
44.38%
41.58%
43.36%
43.79%
43.75%
43.68%
43.13%
44.69%
36.55%
36.05%
35.76%
36.59%
36.74%
36.16%
36.25%
35.97%
38.97%
38.60%
38.87%
36.59%
39.58%
41.88%
44.02%
43.03%
38.76%
39.38%
39.25%
39.47%
39.22%
38.48%
39.83%
39.10%
39.34%
39.20%
38.62%
38.94%
38.90%
39.64%
38.91%
38.96%
40.91%
40.80%
43.08%
41.11%
40.73%
39.78%
40.66%
40.78%
41.46%
42.45%
42.48%
41.50%
41.59%
43.16%