Share price$31.13
1D-0.1%
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Market dataready · fetched 2026-10-23T17:52:54.458Z
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 · 2026-10-23T17:52:49.522507281Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:52:53.003262+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.74 | 90.0% | 30.2% | 27.26 | 62.4% | 14.3% |
| 25Δ | 33.89 | 38.5% | 10.4% | 29.27 | 36.8% | 7.6% |
| 30Δ | 32.68 | 29.2% | 6.5% | 29.81 | 34.4% | 6.1% |
| 35Δ | 32.36 | 30.3% | 5.9% | 30.24 | 33.2% | 5.1% |
| 40Δ | 32.03 | 31.4% | 5.3% | 30.62 | 32.8% | 4.4% |
| 45Δ | 31.69 | 32.5% | 4.8% | 30.99 | 32.3% | 3.6% |
| 50Δ | 31.34 | 33.6% | 4.3% | 31.35 | 32.5% | 3.1% |
| 55Δ | 30.98 | 35.1% | 3.8% | 31.72 | 32.7% | 2.6% |
| 60Δ | 30.38 | 47.9% | 4.3% | 32.09 | 32.9% | 2.2% |
| 65Δ | 29.81 | 54.4% | 4.2% | 32.50 | 33.1% | 1.8% |
| 70Δ | 29.31 | 50.8% | 3.2% | 32.92 | 33.4% | 1.4% |
| 75Δ | 28.84 | 47.2% | 2.4% | 33.63 | 35.4% | 1.1% |
| 80Δ | 28.41 | 43.8% | 1.8% | 34.41 | 37.9% | 0.8% |
| Date | IV |
|---|---|
| 30.82% | |
| 29.77% | |
| 30.90% |