Share price$33.32
1D+0.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:06:40.640Z
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 · 2026-10-22T23:00:00.000947497Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:06:39.308085+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.19 | 123.8% | 47.9% | 30.22 | 46.0% | 11.0% |
| 25Δ | 41.67 | 92.5% | 28.4% | 30.84 | 47.1% | 10.1% |
| 30Δ | 38.19 | 68.6% | 17.7% | 31.45 | 48.1% | 9.1% |
| 35Δ | 35.75 | 47.3% | 10.1% | 32.06 | 49.1% | 8.2% |
| 40Δ | 34.63 | 40.8% | 7.3% | 32.68 | 50.1% | 7.3% |
| 45Δ | 34.10 | 40.9% | 6.6% | 33.29 | 51.2% | 6.4% |
| 50Δ | 33.57 | 41.0% | 5.9% | 33.90 | 52.2% | 5.5% |
| 55Δ | 33.04 | 41.2% | 5.2% | 34.52 | 53.2% | 4.5% |
| 60Δ | 32.51 | 41.3% | 4.6% | 35.29 | 55.2% | 3.7% |
| 65Δ | 31.97 | 41.4% | 3.9% | 36.66 | 61.0% | 3.3% |
| 70Δ | 31.44 | 41.5% | 3.2% | 38.03 | 66.7% | 2.8% |
| 75Δ | 30.91 | 41.6% | 2.5% | 39.41 | 72.5% | 2.4% |
| 80Δ | 30.38 | 41.7% | 1.8% | 41.89 | 78.2% | 1.8% |
| Date | IV |
|---|---|
| 35.35% | |
| 36.16% |