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West Pharmaceutical Services, Inc. WST

i

Market dataready · fetched 2026-11-04T00:30:57.316Z

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 · 2026-11-04T00:00:00.001323708Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:28:59.939895+00:00

Share price$406.99
1D+1.5%
AH$406$409$411$414$4165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWST
Sold putSold callAH

West Pharmaceutical Services, Inc. options

Live interpolated WST call and put midpoint premiums by absolute delta.West Pharmaceutical Services, Inc.$2.09$8.44$14.79$21.14$27.48$366.62$389.33$412.04$434.75$457.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WST spot · $406.99WST PRICE$2.88$3.84$4.90$6.03$7.32$8.62$10.08$11.77$13.46$15.66$18.67$21.68$25.65$2.78$3.70$4.68$5.65$6.82$8.02$9.22$10.77$12.85$14.93$17.12$19.79$22.46
PutsCheap0.72×
CallsCheap0.63×
SkewBullish-4.20 pp
Implied moveBullish±$19.30
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ432.1130.5%6.9%388.4427.3%5.2%
25Δ426.8529.7%5.8%392.3727.1%4.5%
30Δ422.8329.9%5.1%395.9226.7%3.9%
35Δ418.9730.0%4.4%399.4626.4%3.2%
40Δ415.4829.9%3.9%402.4526.0%2.8%
45Δ411.9829.8%3.3%405.3525.6%2.4%
50Δ408.5829.7%2.9%408.2425.2%2.0%
55Δ405.3029.5%2.5%411.2225.1%1.6%
60Δ402.0229.4%2.1%414.3325.4%1.4%
65Δ398.4429.7%1.7%417.4425.8%1.1%
70Δ394.3630.6%1.5%420.6326.0%0.9%
75Δ390.2931.5%1.2%424.1925.6%0.6%
80Δ385.3131.9%1.0%427.7425.2%0.4%

20Δ

Calls
Pseudo strike
432.11
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
388.44
IV
27.3%
B/E move
5.2%

25Δ

Calls
Pseudo strike
426.85
IV
29.7%
B/E move
5.8%
Puts
Pseudo strike
392.37
IV
27.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
422.83
IV
29.9%
B/E move
5.1%
Puts
Pseudo strike
395.92
IV
26.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
418.97
IV
30.0%
B/E move
4.4%
Puts
Pseudo strike
399.46
IV
26.4%
B/E move
3.2%

40Δ

Calls
Pseudo strike
415.48
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
402.45
IV
26.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
411.98
IV
29.8%
B/E move
3.3%
Puts
Pseudo strike
405.35
IV
25.6%
B/E move
2.4%

50Δ

Calls
Pseudo strike
408.58
IV
29.7%
B/E move
2.9%
Puts
Pseudo strike
408.24
IV
25.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
405.30
IV
29.5%
B/E move
2.5%
Puts
Pseudo strike
411.22
IV
25.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
402.02
IV
29.4%
B/E move
2.1%
Puts
Pseudo strike
414.33
IV
25.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
398.44
IV
29.7%
B/E move
1.7%
Puts
Pseudo strike
417.44
IV
25.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
394.36
IV
30.6%
B/E move
1.5%
Puts
Pseudo strike
420.63
IV
26.0%
B/E move
0.9%

75Δ

Calls
Pseudo strike
390.29
IV
31.5%
B/E move
1.2%
Puts
Pseudo strike
424.19
IV
25.6%
B/E move
0.6%

80Δ

Calls
Pseudo strike
385.31
IV
31.9%
B/E move
1.0%
Puts
Pseudo strike
427.74
IV
25.2%
B/E move
0.4%

Options history

IV · four-Friday blend26.96%
Daily EOD
WST24.4%32.9%41.3%2026-10-19: 37.70%2026-10-20: 37.89%2026-10-21: 38.19%2026-10-22: 38.69%2026-10-23: 39.14%2026-10-26: 40.04%2026-10-27: 40.17%2026-10-28: 38.34%2026-10-29: 25.59%2026-10-30: 26.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.70%
37.89%
38.19%
38.69%
39.14%
40.04%
40.17%
38.34%
25.59%
26.96%