Share price$31.94
1D-0.7%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T07:29:59.212Z
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 · 2026-10-22T00:00:00.555335946Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T07:24:08.988852+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.89 | 88.4% | 30.5% | 25.80 | 110.9% | 23.5% |
| 25Δ | 37.96 | 75.9% | 21.7% | 27.13 | 113.5% | 21.0% |
| 30Δ | 36.12 | 68.3% | 16.4% | 28.46 | 116.0% | 18.5% |
| 35Δ | 35.12 | 67.6% | 14.0% | 29.79 | 117.9% | 16.3% |
| 40Δ | 34.15 | 65.4% | 11.7% | 31.16 | 122.5% | 14.6% |
| 45Δ | 33.33 | 64.2% | 9.9% | 32.47 | 118.7% | 12.4% |
| 50Δ | 32.56 | 62.5% | 8.2% | 33.85 | 117.4% | 10.6% |
| 55Δ | 31.82 | 60.7% | 6.8% | 35.95 | 131.3% | 9.9% |
| 60Δ | 31.14 | 60.1% | 5.7% | 38.53 | 138.2% | 8.6% |
| 65Δ | 30.54 | 56.7% | 4.5% | 41.13 | 145.1% | 7.4% |
| 70Δ | 29.94 | 53.4% | 3.4% | 44.43 | 155.7% | 6.3% |
| 75Δ | 28.80 | 63.7% | 3.3% | 52.78 | 185.8% | 5.6% |
| 80Δ | 27.82 | 62.3% | 2.6% | |||
No recorded observations