Share price$33.16
1D+0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:42.453Z
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 · 2026-10-21T20:00:00.663334191Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.86 | 152.4% | 63.4% | 25.44 | 132.2% | 27.9% |
| 25Δ | 43.46 | 106.2% | 34.8% | 26.39 | 122.2% | 25.3% |
| 30Δ | 38.12 | 62.2% | 17.7% | 27.34 | 112.2% | 22.6% |
| 35Δ | 34.77 | 37.3% | 7.4% | 28.29 | 102.1% | 20.0% |
| 40Δ | 34.21 | 39.1% | 6.8% | 29.23 | 92.1% | 17.3% |
| 45Δ | 33.66 | 40.9% | 6.2% | 30.18 | 82.1% | 14.7% |
| 50Δ | 33.10 | 42.7% | 5.6% | 31.13 | 72.1% | 12.0% |
| 55Δ | 32.55 | 44.5% | 5.0% | 32.08 | 62.0% | 9.4% |
| 60Δ | 31.99 | 46.3% | 4.4% | 33.02 | 52.0% | 6.7% |
| 65Δ | 31.44 | 48.0% | 3.8% | 33.97 | 42.0% | 4.1% |
| 70Δ | 30.88 | 49.8% | 3.3% | 34.92 | 31.9% | 1.5% |
| 75Δ | 30.33 | 51.6% | 2.7% | 36.67 | 40.8% | 1.1% |
| 80Δ | 29.25 | 56.7% | 2.1% | 38.49 | 51.4% | 1.0% |
No recorded observations