Share price$31.90
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:59.054Z
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 · 2026-10-22T23:00:00.002339874Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.07 | 62.6% | 24.2% | 23.51 | 132.1% | 30.2% |
| 25Δ | 38.35 | 59.6% | 22.3% | 24.34 | 124.4% | 28.0% |
| 30Δ | 37.63 | 56.7% | 20.5% | 25.16 | 116.7% | 25.8% |
| 35Δ | 36.91 | 53.7% | 18.6% | 25.99 | 109.0% | 23.7% |
| 40Δ | 36.19 | 50.8% | 16.8% | 26.81 | 101.3% | 21.5% |
| 45Δ | 35.47 | 47.8% | 15.0% | 27.63 | 93.6% | 19.3% |
| 50Δ | 34.75 | 44.8% | 13.1% | 28.46 | 85.9% | 17.2% |
| 55Δ | 34.03 | 41.9% | 11.3% | 29.28 | 78.3% | 15.0% |
| 60Δ | 33.31 | 38.9% | 9.4% | 30.11 | 70.6% | 12.9% |
| 65Δ | 32.59 | 36.0% | 7.6% | 30.93 | 62.9% | 10.7% |
| 70Δ | 31.87 | 33.0% | 5.7% | 31.75 | 55.2% | 8.5% |
| 75Δ | 31.15 | 30.0% | 3.9% | 32.58 | 47.5% | 6.4% |
| 80Δ | 30.43 | 27.1% | 2.0% | 33.40 | 39.8% | 4.2% |
No recorded observations