Share price$32.23
1D+2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:39:25.823Z
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 · 2026-10-22T21:02:22.994944975Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.76 | 71.4% | 22.6% | 24.59 | 158.9% | 29.8% |
| 25Δ | 41.43 | 111.5% | 33.2% | 28.70 | 73.1% | 14.3% |
| 30Δ | 44.10 | 151.7% | 43.7% | 30.31 | 50.2% | 8.9% |
| 35Δ | 36.17 | 77.0% | 16.7% | 30.90 | 50.1% | 7.9% |
| 40Δ | 37.99 | 113.6% | 25.0% | 31.48 | 50.1% | 6.9% |
| 45Δ | 35.63 | 88.0% | 17.1% | 32.07 | 50.0% | 5.8% |
| 50Δ | 33.28 | 62.4% | 9.3% | 32.74 | 51.7% | 5.0% |
| 55Δ | 32.03 | 55.8% | 6.2% | 33.64 | 58.1% | 4.6% |
| 60Δ | 31.32 | 58.6% | 5.5% | 34.54 | 64.5% | 4.3% |
| 65Δ | 30.62 | 61.3% | 4.8% | 35.44 | 67.2% | 3.7% |
| 70Δ | 29.88 | 63.9% | 4.1% | 36.34 | 66.2% | 3.0% |
| 75Δ | 28.94 | 65.6% | 3.3% | 37.25 | 65.2% | 2.2% |
| 80Δ | 27.99 | 67.3% | 2.6% | 39.13 | 71.0% | 1.7% |
| Date | IV |
|---|---|
| 58.66% | |
| 56.19% |