Wave Life Sciences Ltd WVE 4.27 -0.08 -1.89%

WVE Delta Exposure (DEX)

WVE (Wave Life Sciences Ltd): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV

2.19

Put Call Ratio (OI)

0.0595

Put Call Ratio (Vol)

0.128

IV Rank

43.8

IV Percentile

Max Pain

Delta exposure (2026-09-21)

Delta

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.

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Moneyness

View values by strike

WVE · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
Strike	Calls	Puts
3.00	59.8 K	-1.04 K
4.00	9.07 K	-34.1 K
5.00	291 K	-48.5 K
6.00	314 K	-9.41 K
7.00	59.3 K	-4.24 K
8.00	291 K	-14.2 K
9.00	3.61 K	0
10.00	193 K	-877
11.00	27 K	0
12.00	11.4 K	0
13.00	1.62 K	0
14.00	198	0
15.00	37.9 K	-3.73 K
16.00	16.9	0
17.00	3.1 K	0
18.00	1.36 K	0
19.00	47	0
20.00	13.1 K	0
22.00	1.98 K	0
25.00	3.46 K	0
27.00	22.1	-147
30.00	948	0
32.00	43.2	0
35.00	5.88 K	0

Wave Life Sciences Ltd WVE 4.27 -0.08 -1.89%

WVE Delta Exposure (DEX)

Delta exposure (2026-09-21) Delta 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. Got it

Delta exposure (2026-09-21)

Delta

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.