Share price$29.63
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:34.219Z
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 · 2026-10-23T00:00:00.698501814Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.08 | 42.1% | 12.9% | 27.79 | 29.7% | 7.2% |
| 25Δ | 31.86 | 34.3% | 9.0% | 26.49 | 66.7% | 13.5% |
| 30Δ | 31.54 | 37.1% | 8.4% | 27.45 | 54.3% | 10.2% |
| 35Δ | 31.21 | 40.0% | 7.9% | 28.41 | 41.8% | 6.9% |
| 40Δ | 30.84 | 41.2% | 7.2% | 29.14 | 34.0% | 4.6% |
| 45Δ | 30.36 | 39.6% | 6.0% | 29.49 | 33.6% | 3.9% |
| 50Δ | 29.89 | 38.6% | 5.0% | 29.85 | 33.2% | 3.3% |
| 55Δ | 29.48 | 39.5% | 4.4% | 30.36 | 37.9% | 3.0% |
| 60Δ | 29.06 | 40.4% | 3.8% | 30.99 | 46.4% | 3.1% |
| 65Δ | 28.52 | 44.0% | 3.4% | 31.28 | 42.6% | 2.5% |
| 70Δ | 27.95 | 47.6% | 3.0% | 31.56 | 38.6% | 1.8% |
| 75Δ | 27.45 | 46.2% | 2.4% | 31.84 | 34.5% | 1.2% |
| 80Δ | 26.85 | 46.3% | 1.8% | 32.66 | 36.3% | 0.7% |
| Date | IV |
|---|---|
| 34.42% | |
| 32.71% |