Share price$28.00
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T03:37:47.469Z
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 · 2026-10-22T00:00:00.670504698Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.84 | 36.3% | 11.3% | 25.62 | 40.7% | 9.9% |
| 25Δ | 30.38 | 37.2% | 10.0% | 26.10 | 41.3% | 8.6% |
| 30Δ | 29.92 | 37.9% | 8.8% | 26.60 | 39.9% | 7.3% |
| 35Δ | 29.48 | 37.8% | 7.7% | 27.08 | 38.7% | 6.1% |
| 40Δ | 29.04 | 37.7% | 6.6% | 27.47 | 38.5% | 5.3% |
| 45Δ | 28.65 | 36.8% | 5.7% | 27.87 | 38.2% | 4.5% |
| 50Δ | 28.26 | 35.9% | 4.8% | 28.27 | 38.4% | 3.8% |
| 55Δ | 27.87 | 35.6% | 4.0% | 28.67 | 38.8% | 3.2% |
| 60Δ | 27.49 | 36.5% | 3.5% | 29.10 | 39.3% | 2.7% |
| 65Δ | 27.10 | 37.3% | 3.0% | 29.60 | 40.4% | 2.2% |
| 70Δ | 26.75 | 36.3% | 2.5% | 30.13 | 41.6% | 1.8% |
| 75Δ | 26.40 | 34.7% | 1.9% | 30.79 | 43.1% | 1.4% |
| 80Δ | 26.06 | 33.0% | 1.4% | 31.67 | 45.7% | 1.0% |
No recorded observations