Share price$39.43
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:00:26.273Z
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 · 2026-10-22T17:54:09.522084378Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.75 | 83.0% | 28.7% | 30.19 | 154.0% | 29.5% |
| 25Δ | 48.44 | 81.5% | 26.8% | 35.48 | 64.1% | 13.0% |
| 30Δ | 47.14 | 80.0% | 25.0% | 36.39 | 62.4% | 11.5% |
| 35Δ | 45.83 | 78.5% | 23.1% | 37.31 | 60.6% | 9.9% |
| 40Δ | 44.53 | 77.0% | 21.2% | 38.22 | 58.9% | 8.4% |
| 45Δ | 43.22 | 75.5% | 19.4% | 39.13 | 57.1% | 6.9% |
| 50Δ | 41.92 | 74.0% | 17.5% | 40.04 | 55.4% | 5.4% |
| 55Δ | 40.61 | 72.5% | 15.7% | 40.91 | 55.0% | 4.7% |
| 60Δ | 39.31 | 71.0% | 13.8% | 41.78 | 54.6% | 4.0% |
| 65Δ | 38.00 | 69.5% | 11.9% | 42.65 | 54.1% | 3.3% |
| 70Δ | 36.70 | 68.0% | 10.1% | 43.52 | 53.7% | 2.5% |
| 75Δ | 35.39 | 66.5% | 8.2% | 44.39 | 53.2% | 1.8% |
| 80Δ | 34.09 | 65.0% | 6.4% | 46.16 | 57.6% | 1.3% |
| Date | IV |
|---|---|
| 32.82% | |
| 42.48% |