Share price$35.00
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:49:18.367Z
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 · 2026-10-22T23:20:47.088224115Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.77 | 37.1% | 11.8% | 31.25 | 54.2% | 12.5% |
| 25Δ | 36.81 | 22.6% | 6.1% | 32.41 | 46.6% | 9.5% |
| 30Δ | 36.49 | 22.1% | 5.4% | 33.23 | 41.9% | 7.4% |
| 35Δ | 36.18 | 21.5% | 4.8% | 33.91 | 37.3% | 5.7% |
| 40Δ | 35.86 | 21.0% | 4.1% | 34.39 | 36.8% | 4.9% |
| 45Δ | 35.55 | 20.4% | 3.5% | 34.84 | 37.0% | 4.2% |
| 50Δ | 35.23 | 19.9% | 2.8% | 35.30 | 36.9% | 3.6% |
| 55Δ | 34.94 | 19.3% | 2.3% | 35.77 | 36.8% | 3.0% |
| 60Δ | 34.71 | 18.7% | 2.0% | 36.45 | 41.2% | 2.7% |
| 65Δ | 34.49 | 18.1% | 1.7% | 37.40 | 48.8% | 2.7% |
| 70Δ | 34.26 | 17.6% | 1.4% | 38.69 | 56.7% | 2.5% |
| 75Δ | 34.03 | 17.0% | 1.0% | 41.26 | 73.5% | 2.4% |
| 80Δ | 33.50 | 18.3% | 0.8% | 45.63 | 95.2% | 2.2% |
| Date | IV |
|---|---|
| 34.96% | |
| 33.50% |