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Wave Life Sciences Ltd WVE 3.13 -0.02 -0.79%

Previous-day view · Fri Nov 13 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
2.84
Put Call Ratio (OI)
0.111
Put Call Ratio (Vol)
0.363
IV Rank
60.1
IV Percentile
96.8
Max pain
4

Delta exposure (2026-11-13)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
7.0
434.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-31.9
31.9
View values by strike
WVE · Delta exposure · 2026-11-13. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 477 0
1.50 1.06 K -10.6
2.00 19.9 K -999
2.50 2.56 K -5.51 K
3.00 27.5 K -16.9 K
3.50 25.3 K -22.1 K
4.00 83.8 K -117 K
4.50 30.1 K -376
5.00 321 K -56.5 K
5.50 366 0
6.00 197 K -15.6 K
7.00 17.2 K -16.2 K
8.00 205 K -1.3 K
9.00 2.61 K 0
10.00 157 K -7.21 K
11.00 2.9 K 0
12.00 8.8 K -1.07 K
13.00 0 -188
14.00 345 0
15.00 43.3 K -5.61 K
16.00 19.4 0
17.00 3.89 K 0
18.00 5.3 K -94.3
20.00 14.9 K 0
22.00 2.21 K 0
25.00 4.11 K 0
27.00 26.3 -189
30.00 1.13 K 0
32.00 51.6 0
35.00 7.07 K 0