Share price$34.64
1D+2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:45:19.675Z
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 · 2026-10-23T15:29:03.708344047Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.78 | 183.4% | 33.0% | |||
| 25Δ | 28.06 | 183.4% | 29.0% | |||
| 30Δ | 30.28 | 188.9% | 26.1% | |||
| 35Δ | 49.64 | 195.0% | 53.1% | 32.56 | 188.2% | 22.9% |
| 40Δ | 45.79 | 191.2% | 43.7% | 34.86 | 187.5% | 20.1% |
| 45Δ | 42.72 | 189.8% | 36.8% | 37.26 | 187.7% | 17.5% |
| 50Δ | 39.86 | 189.2% | 30.6% | 40.28 | 196.1% | 15.6% |
| 55Δ | 37.29 | 188.6% | 25.6% | 43.28 | 197.1% | 13.5% |
| 60Δ | 34.83 | 186.2% | 20.8% | 46.44 | 197.3% | 11.4% |
| 65Δ | 32.55 | 186.9% | 17.1% | 49.82 | 196.4% | 9.3% |
| 70Δ | 30.29 | 182.8% | 13.2% | |||
| 75Δ | 28.05 | 184.1% | 10.3% | |||
| 80Δ | 25.88 | 178.7% | 7.5% | |||
No recorded observations