Share price$38.80
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:05:43.424Z
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 · 2026-10-22T23:00:00.002260441Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.71 | 59.9% | 19.5% | 32.64 | 86.0% | 18.9% |
| 25Δ | 42.34 | 41.4% | 10.7% | 34.70 | 70.7% | 13.8% |
| 30Δ | 42.80 | 52.7% | 12.8% | 36.26 | 57.1% | 9.8% |
| 35Δ | 40.84 | 40.5% | 7.8% | 37.41 | 44.9% | 6.8% |
| 40Δ | 40.43 | 46.0% | 7.7% | 37.96 | 48.2% | 6.3% |
| 45Δ | 40.02 | 51.5% | 7.6% | 38.55 | 42.1% | 4.8% |
| 50Δ | 39.33 | 52.1% | 6.6% | 39.11 | 36.5% | 3.5% |
| 55Δ | 38.61 | 53.0% | 5.8% | 39.56 | 34.9% | 2.8% |
| 60Δ | 37.90 | 53.7% | 4.9% | 40.01 | 33.3% | 2.2% |
| 65Δ | 37.24 | 50.8% | 3.9% | 40.41 | 31.8% | 1.7% |
| 70Δ | 36.57 | 49.2% | 3.1% | 40.81 | 30.4% | 1.2% |
| 75Δ | 35.79 | 49.7% | 2.5% | 41.85 | 36.0% | 1.1% |
| 80Δ | 34.07 | 61.6% | 2.3% | 42.73 | 36.0% | 0.8% |
| Date | IV |
|---|---|
| 36.47% | |
| 39.00% |