Share price$30.07
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:53.896Z
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 · 2026-10-23T16:42:51.626520676Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.16 | 49.3% | 15.0% | 27.04 | 51.1% | 11.8% |
| 25Δ | 33.28 | 47.8% | 12.6% | 27.67 | 51.0% | 10.2% |
| 30Δ | 32.62 | 47.8% | 10.9% | 28.28 | 50.7% | 8.8% |
| 35Δ | 32.05 | 48.5% | 9.5% | 28.85 | 50.4% | 7.6% |
| 40Δ | 31.51 | 49.0% | 8.4% | 29.39 | 49.8% | 6.5% |
| 45Δ | 30.97 | 49.4% | 7.3% | 29.92 | 49.2% | 5.5% |
| 50Δ | 30.44 | 49.6% | 6.3% | 30.45 | 49.3% | 4.7% |
| 55Δ | 29.92 | 49.8% | 5.4% | 30.97 | 49.6% | 4.0% |
| 60Δ | 29.39 | 50.0% | 4.6% | 31.57 | 50.6% | 3.4% |
| 65Δ | 28.85 | 50.3% | 3.9% | 32.17 | 51.0% | 2.8% |
| 70Δ | 28.28 | 50.7% | 3.2% | 32.75 | 50.0% | 2.1% |
| 75Δ | 27.73 | 49.9% | 2.5% | 34.84 | 67.0% | 2.2% |
| 80Δ | 27.21 | 47.7% | 1.9% | 35.31 | 61.6% | 1.4% |
| Date | IV |
|---|---|
| 45.03% | |
| 47.49% | |
| 47.03% |