Share price$29.95
1D+5.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:01:57.219Z
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 · 2026-10-22T23:00:00.002777775Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.72 | 127.0% | 46.5% | 23.50 | 131.9% | 26.5% |
| 25Δ | 42.85 | 142.3% | 48.0% | 25.48 | 109.1% | 20.3% |
| 30Δ | 38.73 | 113.7% | 33.9% | 26.60 | 102.5% | 17.5% |
| 35Δ | 36.76 | 92.7% | 26.8% | 27.72 | 95.9% | 14.7% |
| 40Δ | 34.79 | 71.8% | 19.8% | 28.85 | 89.3% | 11.9% |
| 45Δ | 32.82 | 50.8% | 12.7% | 29.97 | 82.7% | 9.1% |
| 50Δ | 30.85 | 29.9% | 5.6% | 31.14 | 85.6% | 8.1% |
| 55Δ | 32.30 | 88.8% | 7.1% | |||
| 60Δ | 33.47 | 92.0% | 6.1% | |||
| 65Δ | 34.63 | 95.1% | 5.1% | |||
| 70Δ | 38.31 | 114.4% | 4.6% | |||
| 75Δ | 43.14 | 141.0% | 4.3% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 58.27% |