Share price$38.90
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:18.702Z
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 · 2026-10-22T14:48:45.439607458Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 35.39 | 55.6% | 11.6% | |||
| 30Δ | 36.12 | 53.2% | 10.2% | |||
| 35Δ | 36.86 | 50.8% | 8.9% | |||
| 40Δ | 37.59 | 48.4% | 7.5% | |||
| 45Δ | 38.33 | 46.0% | 6.2% | |||
| 50Δ | 39.07 | 43.6% | 4.9% | |||
| 55Δ | 39.80 | 41.2% | 3.5% | |||
| 60Δ | 41.40 | 43.0% | 2.8% | |||
| 65Δ | 43.30 | 46.4% | 2.4% | |||
| 70Δ | 45.21 | 49.8% | 2.0% | |||
| 75Δ | 47.11 | 53.2% | 1.6% | |||
| 80Δ | 49.02 | 56.6% | 1.2% | |||
No recorded observations