Share price$29.68
1D+1.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:52:34.516Z
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 · 2026-10-23T15:51:27.816245944Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.16 | 31.4% | 9.3% | 26.95 | 43.8% | 10.6% |
| 25Δ | 31.64 | 30.4% | 7.9% | 27.92 | 36.6% | 7.5% |
| 30Δ | 31.25 | 30.5% | 6.9% | 28.32 | 40.1% | 7.0% |
| 35Δ | 30.88 | 30.9% | 6.0% | 28.67 | 44.6% | 6.7% |
| 40Δ | 30.55 | 31.4% | 5.4% | 29.02 | 48.5% | 6.3% |
| 45Δ | 30.22 | 32.0% | 4.7% | 29.46 | 42.5% | 4.9% |
| 50Δ | 29.89 | 32.2% | 4.1% | 29.89 | 36.6% | 3.6% |
| 55Δ | 29.55 | 32.0% | 3.5% | 30.35 | 37.2% | 3.0% |
| 60Δ | 29.22 | 31.8% | 3.0% | 30.83 | 40.0% | 2.6% |
| 65Δ | 28.93 | 30.8% | 2.5% | 31.57 | 46.3% | 2.5% |
| 70Δ | 28.73 | 28.3% | 2.1% | 32.64 | 54.9% | 2.3% |
| 75Δ | 28.53 | 25.7% | 1.7% | 34.19 | 64.4% | 2.1% |
| 80Δ | 28.33 | 23.2% | 1.3% | 34.44 | 55.7% | 1.2% |
| Date | IV |
|---|---|
| 34.42% | |
| 32.71% | |
| 34.69% |