Share price$30.40
1D-2.9%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:22:42.649Z
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 · 2026-10-22T23:19:56.297326811Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:22:42.018867+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.58 | 48.7% | 15.2% | 27.45 | 48.1% | 11.4% |
| 25Δ | 33.70 | 47.6% | 12.7% | 27.99 | 50.5% | 10.2% |
| 30Δ | 32.91 | 45.8% | 10.6% | 28.62 | 48.7% | 8.7% |
| 35Δ | 32.34 | 46.0% | 9.3% | 29.21 | 48.0% | 7.4% |
| 40Δ | 31.80 | 46.6% | 8.1% | 29.73 | 49.2% | 6.5% |
| 45Δ | 31.29 | 47.7% | 7.2% | 30.26 | 49.7% | 5.7% |
| 50Δ | 30.78 | 48.4% | 6.3% | 30.80 | 49.7% | 4.8% |
| 55Δ | 30.26 | 48.4% | 5.4% | 31.47 | 53.3% | 4.3% |
| 60Δ | 29.73 | 48.5% | 4.6% | 32.12 | 56.2% | 3.8% |
| 65Δ | 29.19 | 48.6% | 3.8% | 32.55 | 51.6% | 2.9% |
| 70Δ | 28.70 | 47.2% | 3.1% | 32.97 | 47.0% | 2.0% |
| 75Δ | 28.24 | 44.7% | 2.3% | 33.25 | 42.6% | 1.5% |
| 80Δ | 27.11 | 54.5% | 2.1% | 33.51 | 38.2% | 1.0% |
| Date | IV |
|---|---|
| 45.03% | |
| 47.49% |