Share price$40.77
1D-12.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:40:21.317Z
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 · 2026-10-22T20:30:43.620908868Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:40:20.964751+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 62.17 | 142.2% | 56.2% | 31.72 | 138.4% | 27.4% |
| 25Δ | 56.47 | 134.0% | 43.2% | 34.03 | 133.3% | 23.3% |
| 30Δ | 53.24 | 133.1% | 36.5% | 36.11 | 132.5% | 20.2% |
| 35Δ | 50.42 | 132.4% | 30.8% | 38.02 | 134.9% | 18.0% |
| 40Δ | 48.05 | 131.6% | 26.5% | 39.92 | 137.3% | 15.8% |
| 45Δ | 45.75 | 130.7% | 22.3% | 42.07 | 139.6% | 14.0% |
| 50Δ | 43.68 | 129.0% | 18.8% | 44.24 | 141.9% | 12.2% |
| 55Δ | 41.71 | 126.9% | 15.6% | 46.56 | 142.9% | 10.5% |
| 60Δ | 39.77 | 125.2% | 12.6% | 48.99 | 143.2% | 8.8% |
| 65Δ | 37.94 | 126.7% | 10.6% | 51.97 | 145.7% | 7.4% |
| 70Δ | 36.11 | 128.2% | 8.6% | 55.46 | 149.7% | 6.0% |
| 75Δ | 34.25 | 128.0% | 6.8% | 59.93 | 153.3% | 4.7% |
| 80Δ | 32.34 | 125.3% | 5.1% | 65.60 | 158.3% | 3.5% |
| Date | IV |
|---|---|
| 104.99% | |
| 104.68% |