Share price$35.52
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:27:05.005Z
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 · 2026-10-22T00:00:00.77056738Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.22 | 37.4% | 11.6% | 33.02 | 34.0% | 8.2% |
| 25Δ | 37.91 | 30.0% | 7.9% | 33.79 | 29.4% | 6.2% |
| 30Δ | 37.21 | 26.3% | 6.1% | 34.33 | 26.2% | 4.8% |
| 35Δ | 36.73 | 23.8% | 4.9% | 34.79 | 23.5% | 3.7% |
| 40Δ | 36.34 | 21.8% | 4.0% | 35.18 | 24.2% | 3.1% |
| 45Δ | 35.97 | 19.9% | 3.1% | 35.51 | 28.1% | 3.1% |
| 50Δ | 35.73 | 19.2% | 2.7% | 35.84 | 32.0% | 3.0% |
| 55Δ | 35.50 | 18.4% | 2.3% | 36.17 | 32.6% | 2.7% |
| 60Δ | 35.26 | 17.6% | 1.9% | 36.49 | 30.3% | 2.1% |
| 65Δ | 35.03 | 16.9% | 1.5% | 36.81 | 28.0% | 1.5% |
| 70Δ | 34.78 | 16.6% | 1.2% | 37.31 | 28.3% | 1.1% |
| 75Δ | 34.52 | 16.5% | 1.1% | 38.07 | 32.5% | 1.0% |
| 80Δ | 34.27 | 16.3% | 0.9% | 39.17 | 37.5% | 0.8% |
No recorded observations