Share price$28.05
1D+3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:08:19.793Z
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 · 2026-10-22T23:00:00.003268323Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.65 | 76.3% | 25.6% | 23.79 | 80.4% | 18.1% |
| 25Δ | 33.15 | 68.3% | 20.7% | 24.78 | 80.4% | 15.5% |
| 30Δ | 31.66 | 60.3% | 15.7% | 25.46 | 76.9% | 13.7% |
| 35Δ | 30.17 | 52.3% | 10.7% | 26.05 | 72.5% | 12.2% |
| 40Δ | 29.23 | 54.4% | 9.5% | 26.64 | 68.1% | 10.6% |
| 45Δ | 28.36 | 57.9% | 8.7% | 27.23 | 63.7% | 9.1% |
| 50Δ | 27.49 | 61.3% | 7.9% | 27.82 | 59.3% | 7.6% |
| 55Δ | 26.62 | 64.8% | 7.1% | 28.41 | 54.8% | 6.1% |
| 60Δ | 25.75 | 68.2% | 6.3% | 29.00 | 50.4% | 4.5% |
| 65Δ | 24.88 | 71.6% | 5.5% | 29.59 | 46.0% | 3.0% |
| 70Δ | 24.01 | 75.1% | 4.7% | 30.48 | 45.6% | 1.9% |
| 75Δ | 23.14 | 78.5% | 3.9% | 32.03 | 54.2% | 1.6% |
| 80Δ | 22.27 | 82.0% | 3.1% | 33.58 | 62.8% | 1.3% |
No recorded observations