Share price$32.82
1D+8.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:31.683Z
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 · 2026-10-22T22:30:00.727972878Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.39 | 181.6% | 33.2% | |||
| 25Δ | 26.53 | 184.9% | 29.6% | |||
| 30Δ | 28.70 | 186.7% | 26.2% | |||
| 35Δ | 47.06 | 192.0% | 53.1% | 30.87 | 186.8% | 23.1% |
| 40Δ | 43.66 | 190.6% | 44.7% | 33.16 | 189.2% | 20.4% |
| 45Δ | 40.81 | 191.5% | 38.1% | 35.47 | 188.4% | 17.8% |
| 50Δ | 38.14 | 192.5% | 32.2% | 38.00 | 189.9% | 15.5% |
| 55Δ | 35.49 | 189.0% | 26.3% | 41.31 | 197.6% | 13.7% |
| 60Δ | 33.17 | 189.7% | 21.9% | 44.44 | 198.8% | 11.6% |
| 65Δ | 30.90 | 189.2% | 17.8% | 48.23 | 201.4% | 9.6% |
| 70Δ | 28.69 | 188.5% | 14.1% | |||
| 75Δ | 26.52 | 186.6% | 10.8% | |||
| 80Δ | 24.30 | 185.6% | 7.9% | |||
No recorded observations