Share price$29.18
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:14:03.120Z
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 · 2026-10-21T23:00:00.00329665Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.34 | 57.5% | 19.5% | 25.60 | 53.1% | 13.9% |
| 25Δ | 33.53 | 57.0% | 17.3% | 26.14 | 50.0% | 12.5% |
| 30Δ | 32.71 | 56.4% | 15.1% | 26.67 | 46.9% | 11.0% |
| 35Δ | 31.90 | 55.9% | 12.9% | 27.21 | 43.8% | 9.5% |
| 40Δ | 31.09 | 55.4% | 10.8% | 27.75 | 40.6% | 8.0% |
| 45Δ | 30.28 | 54.9% | 8.6% | 28.29 | 37.5% | 6.5% |
| 50Δ | 29.10 | 61.4% | 7.4% | 28.82 | 34.4% | 5.0% |
| 55Δ | 27.73 | 71.7% | 6.8% | 29.36 | 31.3% | 3.5% |
| 60Δ | 26.36 | 81.9% | 6.1% | 29.90 | 28.2% | 2.0% |
| 65Δ | 24.99 | 92.1% | 5.5% | 30.62 | 29.2% | 1.5% |
| 70Δ | 23.62 | 102.4% | 4.8% | 31.39 | 31.1% | 1.2% |
| 75Δ | 22.26 | 112.6% | 4.2% | 32.16 | 33.0% | 1.0% |
| 80Δ | 20.89 | 122.9% | 3.6% | 32.92 | 35.0% | 0.7% |
No recorded observations