Share price$33.27
1D+1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:10:21.302Z
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 · 2026-10-23T19:06:55.77642873Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.76 | 182.9% | 32.9% | |||
| 25Δ | 27.21 | 149.8% | 25.6% | |||
| 30Δ | 48.83 | 177.0% | 54.2% | 29.57 | 118.1% | 18.5% |
| 35Δ | 41.86 | 138.1% | 33.2% | 30.66 | 103.7% | 15.3% |
| 40Δ | 38.35 | 112.8% | 22.6% | 31.47 | 93.1% | 13.0% |
| 45Δ | 35.84 | 91.9% | 15.1% | 32.27 | 82.6% | 10.7% |
| 50Δ | 34.44 | 82.2% | 11.5% | 33.08 | 72.1% | 8.4% |
| 55Δ | 33.60 | 78.1% | 9.8% | 33.89 | 61.5% | 6.1% |
| 60Δ | 32.75 | 74.0% | 8.2% | 34.69 | 51.0% | 3.8% |
| 65Δ | 31.91 | 69.9% | 6.5% | 35.67 | 48.5% | 2.6% |
| 70Δ | 31.07 | 65.8% | 4.9% | 36.74 | 50.9% | 2.2% |
| 75Δ | 30.22 | 61.7% | 3.2% | 37.82 | 53.4% | 1.7% |
| 80Δ | 28.81 | 65.6% | 2.4% | 38.90 | 55.8% | 1.3% |
| Date | IV |
|---|---|
| 56.19% | |
| 56.98% | |
| 55.76% |