Share price$41.07
1D+6.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T20:18:03.477Z
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 · 2026-10-23T20:10:47.323821498Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.60 | 225.8% | 37.7% | |||
| 25Δ | 32.86 | 224.6% | 33.2% | |||
| 30Δ | 36.08 | 225.3% | 29.4% | |||
| 35Δ | 39.36 | 225.7% | 26.0% | |||
| 40Δ | 42.78 | 226.3% | 22.9% | |||
| 45Δ | 46.76 | 232.2% | 20.4% | |||
| 50Δ | ||||||
| 55Δ | 47.23 | 239.5% | 36.1% | |||
| 60Δ | 43.38 | 239.2% | 29.7% | |||
| 65Δ | 39.68 | 237.0% | 23.7% | |||
| 70Δ | 36.22 | 237.3% | 18.9% | |||
| 75Δ | 32.82 | 239.3% | 14.7% | |||
| 80Δ | 29.39 | 239.2% | 10.8% | |||
No recorded observations