Share price$37.96
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T03:38:31.032Z
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 · 2026-10-21T20:00:00.545732832Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.69 | 67.8% | 22.4% | 33.62 | 57.5% | 13.4% |
| 25Δ | 42.38 | 49.9% | 13.6% | 35.25 | 44.2% | 9.1% |
| 30Δ | 40.77 | 39.9% | 9.4% | 36.23 | 36.6% | 6.6% |
| 35Δ | 39.94 | 35.2% | 7.4% | 36.93 | 31.6% | 4.9% |
| 40Δ | 39.12 | 30.5% | 5.4% | 37.39 | 28.5% | 3.9% |
| 45Δ | 38.65 | 27.9% | 4.4% | 37.81 | 25.5% | 2.9% |
| 50Δ | 38.23 | 25.6% | 3.5% | 38.14 | 23.3% | 2.3% |
| 55Δ | 37.89 | 23.6% | 2.8% | 38.39 | 21.6% | 1.8% |
| 60Δ | 37.65 | 21.8% | 2.4% | 38.64 | 19.9% | 1.3% |
| 65Δ | 37.40 | 20.1% | 1.9% | 38.89 | 18.3% | 0.9% |
| 70Δ | 37.16 | 18.3% | 1.5% | 39.12 | 16.9% | 0.6% |
| 75Δ | 36.86 | 17.4% | 1.1% | 39.33 | 15.9% | 0.4% |
| 80Δ | 36.46 | 18.1% | 0.9% | 39.54 | 14.9% | 0.2% |
No recorded observations