Share price$35.00
1D-1.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T04:45:11.732Z
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 · ready · fetched 2026-10-23T04:45:11.146528+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.77 | 37.1% | 11.8% | 31.25 | 54.3% | 12.5% |
| 25Δ | 36.81 | 22.7% | 6.1% | 32.41 | 46.6% | 9.5% |
| 30Δ | 36.49 | 22.1% | 5.4% | 33.23 | 41.9% | 7.4% |
| 35Δ | 36.18 | 21.6% | 4.8% | 33.91 | 37.4% | 5.7% |
| 40Δ | 35.86 | 21.0% | 4.1% | 34.39 | 37.1% | 4.9% |
| 45Δ | 35.55 | 20.5% | 3.5% | 34.84 | 37.5% | 4.2% |
| 50Δ | 35.23 | 19.9% | 2.8% | 35.30 | 37.5% | 3.6% |
| 55Δ | 34.94 | 19.4% | 2.3% | 35.76 | 37.4% | 3.0% |
| 60Δ | 34.71 | 18.9% | 2.0% | 36.44 | 41.7% | 2.7% |
| 65Δ | 34.48 | 18.3% | 1.7% | 37.39 | 49.6% | 2.7% |
| 70Δ | 34.25 | 17.8% | 1.3% | 38.67 | 57.4% | 2.5% |
| 75Δ | 34.03 | 17.3% | 1.0% | 41.22 | 74.4% | 2.4% |
| 80Δ | 33.48 | 18.6% | 0.8% | 45.60 | 96.7% | 2.3% |
| Date | IV |
|---|---|
| 34.96% | |
| 33.50% |