Share price$31.20
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:02:31.918Z
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 · 2026-10-23T17:02:24.429614666Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.36 | 85.8% | 28.6% | 28.71 | 39.1% | 9.3% |
| 25Δ | 36.25 | 64.8% | 18.6% | 29.31 | 37.2% | 7.7% |
| 30Δ | 32.73 | 29.2% | 6.5% | 29.87 | 34.8% | 6.2% |
| 35Δ | 32.43 | 31.0% | 6.0% | 30.30 | 32.8% | 5.1% |
| 40Δ | 32.14 | 32.8% | 5.5% | 30.70 | 31.0% | 4.2% |
| 45Δ | 31.80 | 33.6% | 5.0% | 31.08 | 29.6% | 3.3% |
| 50Δ | 31.43 | 33.6% | 4.3% | 31.41 | 29.9% | 2.9% |
| 55Δ | 31.06 | 33.5% | 3.6% | 31.74 | 30.1% | 2.4% |
| 60Δ | 30.47 | 45.5% | 4.1% | 32.11 | 30.9% | 2.0% |
| 65Δ | 29.88 | 54.9% | 4.3% | 32.59 | 33.1% | 1.7% |
| 70Δ | 29.45 | 50.9% | 3.5% | 33.14 | 35.5% | 1.5% |
| 75Δ | 29.03 | 46.9% | 2.8% | 33.95 | 38.5% | 1.2% |
| 80Δ | 28.60 | 42.9% | 2.0% | 34.75 | 41.4% | 0.9% |
| Date | IV |
|---|---|
| 30.82% | |
| 29.77% | |
| 30.90% |