Share price$29.89
1D-1.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:51:24.415Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:51:17.089572673Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:44.166469+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.89 | 51.0% | 3.8% | 28.52 | 71.7% | 5.1% |
| 25Δ | 30.71 | 51.7% | 3.3% | 29.13 | 52.1% | 3.1% |
| 30Δ | 30.53 | 52.3% | 2.9% | 29.32 | 49.8% | 2.6% |
| 35Δ | 30.37 | 52.1% | 2.5% | 29.51 | 47.6% | 2.1% |
| 40Δ | 30.22 | 51.7% | 2.2% | 29.64 | 48.3% | 1.9% |
| 45Δ | 30.06 | 51.3% | 1.9% | 29.78 | 49.0% | 1.7% |
| 50Δ | 29.91 | 51.2% | 1.6% | 29.91 | 49.7% | 1.4% |
| 55Δ | 29.77 | 51.4% | 1.4% | 30.05 | 50.0% | 1.2% |
| 60Δ | 29.62 | 51.5% | 1.2% | 30.19 | 49.4% | 1.0% |
| 65Δ | 29.43 | 55.9% | 1.0% | 30.34 | 48.8% | 0.8% |
| 70Δ | 29.00 | 82.4% | 1.2% | 30.48 | 48.2% | 0.7% |
| 75Δ | 28.79 | 78.3% | 0.9% | 30.63 | 47.1% | 0.5% |
| 80Δ | 28.59 | 74.0% | 0.7% | 30.80 | 45.8% | 0.4% |
| Date | IV |
|---|---|
| 53.19% | |
| 52.90% | |
| 53.95% | |
| 55.51% | |
| 54.27% | |
| 53.67% | |
| 54.33% | |
| 55.48% | |
| 55.60% | |
| 55.40% | |
| 56.55% | |
| 54.29% | |
| 56.29% | |
| 60.41% | |
| 63.56% | |
| 63.17% | |
| 61.82% | |
| 71.40% | |
| 44.42% | |
| 44.19% | |
| 44.85% | |
| 43.57% | |
| 48.04% | |
| 50.60% | |
| 50.57% | |
| 45.29% | |
| 43.99% | |
| 50.12% | |
| 44.99% | |
| 49.00% | |
| 49.13% | |
| 50.20% | |
| 49.41% | |
| 52.01% | |
| 59.57% | |
| 59.86% | |
| 47.26% | |
| 40.98% | |
| 44.46% | |
| 44.04% | |
| 43.99% | |
| 46.67% | |
| 44.33% | |
| 46.98% | |
| 46.43% | |
| 46.28% | |
| 48.25% | |
| 42.02% | |
| 43.90% | |
| 42.76% | |
| 40.73% | |
| 44.06% | |
| 41.46% | |
| 43.21% | |
| 43.51% | |
| 46.14% | |
| 43.71% | |
| 42.51% | |
| 42.84% | |
| 42.55% |