Share price$32.81
1D+1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:42.058Z
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 · 2026-10-22T20:00:01.471495228Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.35 | 182.9% | 33.3% | |||
| 25Δ | 26.80 | 149.3% | 25.8% | |||
| 30Δ | 48.61 | 177.6% | 55.6% | 29.00 | 119.7% | 19.1% |
| 35Δ | 41.44 | 138.2% | 33.8% | 30.47 | 101.9% | 14.9% |
| 40Δ | 37.94 | 112.9% | 23.1% | 31.32 | 93.6% | 12.8% |
| 45Δ | 35.18 | 90.8% | 14.7% | 32.17 | 85.4% | 10.7% |
| 50Δ | 34.24 | 83.6% | 12.4% | 33.03 | 77.1% | 8.6% |
| 55Δ | 33.43 | 77.5% | 10.5% | 33.88 | 68.9% | 6.5% |
| 60Δ | 32.62 | 71.3% | 8.6% | 34.73 | 60.6% | 4.4% |
| 65Δ | 31.80 | 65.2% | 6.7% | 35.85 | 59.9% | 3.3% |
| 70Δ | 30.99 | 59.1% | 4.8% | 37.09 | 62.7% | 2.7% |
| 75Δ | 30.18 | 52.9% | 2.9% | 38.34 | 65.4% | 2.2% |
| 80Δ | 28.55 | 57.2% | 2.1% | 39.58 | 68.2% | 1.6% |
| Date | IV |
|---|---|
| 56.19% | |
| 56.98% |