Share price$34.40
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:11:59.192Z
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 · 2026-10-22T23:00:00.002543148Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.47 | 75.7% | 28.3% | 30.56 | 57.8% | 13.5% |
| 25Δ | 41.85 | 68.0% | 23.8% | 31.34 | 60.9% | 12.4% |
| 30Δ | 40.23 | 60.4% | 19.4% | 32.11 | 63.9% | 11.3% |
| 35Δ | 38.62 | 52.7% | 14.9% | 32.89 | 66.9% | 10.3% |
| 40Δ | 37.00 | 45.0% | 10.5% | 33.67 | 69.9% | 9.2% |
| 45Δ | 35.38 | 37.3% | 6.1% | 34.44 | 72.9% | 8.1% |
| 50Δ | 35.26 | 74.7% | 7.1% | |||
| 55Δ | 36.17 | 73.2% | 6.1% | |||
| 60Δ | 37.08 | 71.6% | 5.1% | |||
| 65Δ | 37.99 | 70.1% | 4.2% | |||
| 70Δ | 38.90 | 68.6% | 3.2% | |||
| 75Δ | 39.81 | 67.0% | 2.2% | |||
| 80Δ | 46.47 | 106.7% | 2.5% | |||
No recorded observations