Share price$33.22
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T23:11:02.042Z
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 · 2026-10-23T20:00:01.873753357Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.72 | 183.8% | 33.0% | |||
| 25Δ | 27.16 | 150.4% | 25.6% | |||
| 30Δ | 48.81 | 177.8% | 54.3% | 29.51 | 118.8% | 18.5% |
| 35Δ | 41.82 | 138.8% | 33.3% | 30.63 | 103.9% | 15.3% |
| 40Δ | 38.31 | 113.3% | 22.7% | 31.42 | 93.5% | 13.0% |
| 45Δ | 35.77 | 92.2% | 15.1% | 32.21 | 83.0% | 10.7% |
| 50Δ | 34.40 | 83.1% | 11.6% | 33.01 | 72.5% | 8.5% |
| 55Δ | 33.53 | 79.2% | 9.9% | 33.80 | 62.0% | 6.2% |
| 60Δ | 32.66 | 75.4% | 8.2% | 34.59 | 51.6% | 3.9% |
| 65Δ | 31.79 | 71.5% | 6.6% | 35.51 | 47.2% | 2.6% |
| 70Δ | 30.92 | 67.6% | 4.9% | 36.57 | 49.4% | 2.1% |
| 75Δ | 30.05 | 63.8% | 3.2% | 37.63 | 51.6% | 1.7% |
| 80Δ | 28.38 | 72.4% | 2.6% | 38.69 | 53.8% | 1.2% |
| Date | IV |
|---|---|
| 56.19% | |
| 56.98% | |
| 55.76% |