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Wave Life Sciences Ltd WVE 3.42 0.01 0.29%

Previous-day view · Wed Nov 11 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
2.37
Put Call Ratio (OI)
0.109
Put Call Ratio (Vol)
0.22
IV Rank
48.2
IV Percentile
95.1
Max pain
4

Delta exposure (2026-11-11)

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}
9.0
436.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-31.6
31.6
View values by strike
WVE · Delta exposure · 2026-11-11. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 473 0
1.50 4.04 K -9.47
2.00 20.9 K -847
2.50 1.26 K -4.51 K
3.00 72.4 K -13.1 K
3.50 27.4 K -14.1 K
4.00 88 K -68 K
4.50 28.1 K -145
5.00 360 K -38.6 K
5.50 368 0
6.00 241 K -11.9 K
7.00 17.3 K -14.3 K
8.00 221 K -15.2 K
9.00 2.54 K 0
10.00 155 K -5.78 K
11.00 2.8 K -137
12.00 8.45 K 0
14.00 329 0
15.00 41.5 K 0
16.00 18.6 0
17.00 3.72 K 0
18.00 5.05 K 0
20.00 14.3 K 0
22.00 2.11 K 0
25.00 3.9 K 0
27.00 25 -166
30.00 1.07 K 0
32.00 49 0
35.00 6.7 K 0