Share price$34.98
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:25:36.905Z
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 · 2026-10-21T23:00:00.002938875Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.96 | 94.6% | 20.6% | |||
| 25Δ | 30.88 | 80.2% | 15.6% | |||
| 30Δ | 39.29 | 63.9% | 15.5% | 32.34 | 64.7% | 11.4% |
| 35Δ | 37.85 | 56.3% | 11.7% | 33.53 | 49.8% | 7.7% |
| 40Δ | 36.79 | 50.0% | 8.9% | 34.29 | 44.4% | 5.9% |
| 45Δ | 36.01 | 46.2% | 7.1% | 34.85 | 47.2% | 5.4% |
| 50Δ | 35.37 | 37.2% | 5.0% | 35.31 | 44.2% | 4.4% |
| 55Δ | 34.81 | 33.0% | 3.6% | 35.74 | 39.0% | 3.3% |
| 60Δ | 34.35 | 35.4% | 3.3% | 36.19 | 35.8% | 2.4% |
| 65Δ | 33.87 | 37.4% | 2.9% | 36.69 | 35.9% | 1.9% |
| 70Δ | 33.35 | 37.8% | 2.5% | 37.24 | 36.3% | 1.5% |
| 75Δ | 32.85 | 37.5% | 2.0% | 37.88 | 37.2% | 1.2% |
| 80Δ | 32.39 | 35.8% | 1.5% | 38.96 | 41.2% | 0.9% |
No recorded observations