Share price$28.66
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:03:18.614Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-23T00:00:00.335284896Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.77 | 50.8% | 15.8% | 25.64 | 53.0% | 12.3% |
| 25Δ | 31.20 | 39.4% | 10.4% | 26.53 | 46.6% | 9.5% |
| 30Δ | 30.47 | 34.9% | 8.0% | 27.20 | 41.9% | 7.4% |
| 35Δ | 29.90 | 31.6% | 6.3% | 27.74 | 37.4% | 5.8% |
| 40Δ | 29.53 | 29.3% | 5.2% | 28.18 | 34.9% | 4.6% |
| 45Δ | 29.15 | 27.0% | 4.1% | 28.52 | 34.0% | 3.9% |
| 50Δ | 28.85 | 25.7% | 3.4% | 28.86 | 33.2% | 3.2% |
| 55Δ | 28.60 | 25.1% | 2.9% | 29.22 | 33.0% | 2.7% |
| 60Δ | 28.34 | 24.5% | 2.4% | 29.58 | 33.3% | 2.2% |
| 65Δ | 28.09 | 24.0% | 2.0% | 29.94 | 33.6% | 1.8% |
| 70Δ | 27.01 | 49.3% | 3.1% | 30.43 | 35.1% | 1.4% |
| 75Δ | 26.16 | 56.7% | 2.8% | 30.96 | 36.7% | 1.1% |
| 80Δ | 24.99 | 67.6% | 2.6% | 32.00 | 42.9% | 0.9% |
| Date | IV |
|---|---|
| 27.22% | |
| 25.16% |