Share price$39.77
1D+3.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:17:26.764Z
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 · 2026-10-22T20:15:37.971068651Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 50.99 | 90.0% | 30.8% | 31.14 | 138.9% | 27.0% |
| 25Δ | 57.78 | 148.8% | 50.6% | 35.66 | 66.4% | 13.5% |
| 30Δ | 55.51 | 146.5% | 45.7% | 36.63 | 64.8% | 11.8% |
| 35Δ | 48.84 | 114.4% | 29.0% | 37.61 | 63.1% | 10.2% |
| 40Δ | 44.06 | 81.3% | 16.2% | 38.58 | 61.5% | 8.6% |
| 45Δ | 41.87 | 46.9% | 8.8% | 39.55 | 59.9% | 7.0% |
| 50Δ | 40.52 | 59.3% | 5.8% | |||
| 55Δ | 41.48 | 59.5% | 5.0% | |||
| 60Δ | 42.44 | 59.7% | 4.2% | |||
| 65Δ | 43.40 | 60.0% | 3.5% | |||
| 70Δ | 44.36 | 60.2% | 2.7% | |||
| 75Δ | 46.22 | 65.9% | 2.1% | |||
| 80Δ | 49.89 | 82.6% | 1.9% | |||
| Date | IV |
|---|---|
| 32.82% | |
| 42.48% |