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The Wendy's Company WEN 8.15 0.21 2.64%

Previous-day view · Fri Nov 6 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
0.412
Put Call Ratio (OI)
0.239
Put Call Ratio (Vol)
0.256
IV Rank
3.92
IV Percentile
7.32
Max pain
7

Delta exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-26.9
26.9
View values by strike
WEN · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
2.00 5.9 K 0
3.00 4.42 K -7 K
3.50 100 0
4.00 92.7 -4.16 K
5.00 878 K -109 K
5.50 0 -3.34 K
6.00 16.9 K -50 K
6.50 16.2 K -23.9 K
7.00 1.07 M -487 K
7.50 721 K -18.1 K
8.00 2.83 M -431 K
8.50 32.8 K -373
9.00 476 K -359 K
9.50 0 -81.3
10.00 1.4 M -227 K
10.50 0 -75
11.00 92 K -4.27 K
11.50 0 -177
12.00 93.1 K -14.4 K
13.00 64.4 K -30.3 K
14.00 20 K 0
15.00 432 K -7.47 K
16.00 16 K 0
17.00 64.2 K -258
18.00 3.33 K 0
20.00 27.7 K -265
22.00 42.7 K 0
27.00 16.9 K 0
30.00 32.4 K 0
35.00 10.7 K 0