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WidePoint Corporation WYY

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-11-03T14:52:56.473Z

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 · 2026-11-03T14:46:30.141572309Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:52:55.051580+00:00

Share price$7.15
1D-0.8%
$7.15$7.16$7.18$7.20$7.225:30 AM6:30 AM9:00 AM1:00 PMWYY
Sold putSold call

WidePoint Corporation options

Live interpolated WYY call and put midpoint premiums by absolute delta.WidePoint Corporation$0.16$0.81$1.47$2.13$2.79$4.27$5.68$7.09$8.50$9.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WYY spot · $7.15WYY PRICE$0.23$0.32$0.41$0.49$0.58$0.67$0.76$0.93$1.11$1.29$1.47$1.65$1.83$0.44$0.53$0.61$0.70$0.78$0.87$0.95$1.19$1.47$1.75$2.03$2.32$2.60
PutsExpensive1.57×
CallsExpensive1.49×
SkewBearish+7.98 pp
Implied moveBearish±$1.72
TiltBearish16.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.69135.0%38.7%5.27211.7%32.4%
25Δ9.33137.2%35.0%5.63198.1%28.6%
30Δ8.98139.5%31.2%5.98184.5%24.9%
35Δ8.62141.8%27.5%6.34170.9%21.1%
40Δ8.26144.0%23.7%6.70157.3%17.3%
45Δ7.91146.3%20.0%7.05143.7%13.5%
50Δ7.55148.5%16.3%7.41130.1%9.7%
55Δ7.24147.2%14.2%7.77126.5%8.0%
60Δ6.93145.4%12.5%8.12126.3%6.9%
65Δ6.63143.5%10.7%8.48126.0%5.9%
70Δ6.32141.7%9.0%8.84125.8%4.8%
75Δ6.02139.8%7.2%9.20125.5%3.8%
80Δ5.71138.0%5.5%9.56125.3%2.7%

20Δ

Calls
Pseudo strike
9.69
IV
135.0%
B/E move
38.7%
Puts
Pseudo strike
5.27
IV
211.7%
B/E move
32.4%

25Δ

Calls
Pseudo strike
9.33
IV
137.2%
B/E move
35.0%
Puts
Pseudo strike
5.63
IV
198.1%
B/E move
28.6%

30Δ

Calls
Pseudo strike
8.98
IV
139.5%
B/E move
31.2%
Puts
Pseudo strike
5.98
IV
184.5%
B/E move
24.9%

35Δ

Calls
Pseudo strike
8.62
IV
141.8%
B/E move
27.5%
Puts
Pseudo strike
6.34
IV
170.9%
B/E move
21.1%

40Δ

Calls
Pseudo strike
8.26
IV
144.0%
B/E move
23.7%
Puts
Pseudo strike
6.70
IV
157.3%
B/E move
17.3%

45Δ

Calls
Pseudo strike
7.91
IV
146.3%
B/E move
20.0%
Puts
Pseudo strike
7.05
IV
143.7%
B/E move
13.5%

50Δ

Calls
Pseudo strike
7.55
IV
148.5%
B/E move
16.3%
Puts
Pseudo strike
7.41
IV
130.1%
B/E move
9.7%

55Δ

Calls
Pseudo strike
7.24
IV
147.2%
B/E move
14.2%
Puts
Pseudo strike
7.77
IV
126.5%
B/E move
8.0%

60Δ

Calls
Pseudo strike
6.93
IV
145.4%
B/E move
12.5%
Puts
Pseudo strike
8.12
IV
126.3%
B/E move
6.9%

65Δ

Calls
Pseudo strike
6.63
IV
143.5%
B/E move
10.7%
Puts
Pseudo strike
8.48
IV
126.0%
B/E move
5.9%

70Δ

Calls
Pseudo strike
6.32
IV
141.7%
B/E move
9.0%
Puts
Pseudo strike
8.84
IV
125.8%
B/E move
4.8%

75Δ

Calls
Pseudo strike
6.02
IV
139.8%
B/E move
7.2%
Puts
Pseudo strike
9.20
IV
125.5%
B/E move
3.8%

80Δ

Calls
Pseudo strike
5.71
IV
138.0%
B/E move
5.5%
Puts
Pseudo strike
9.56
IV
125.3%
B/E move
2.7%

Options history

IV · four-Friday blend118.39%
Daily EOD
WYY114.5%119.7%124.9%2026-10-19: 117.60%2026-10-20: 117.84%2026-10-21: 115.63%2026-10-22: 115.22%2026-10-23: 116.52%2026-10-27: 118.66%2026-10-28: 124.22%2026-10-29: 121.92%2026-10-30: 118.39%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
117.60%
117.84%
115.63%
115.22%
116.52%
118.66%
124.22%
121.92%
118.39%