Share price$32.32
1D-1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:25:17.548Z
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 · 2026-10-21T23:00:00.002819503Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.58 | 45.6% | 14.6% | 26.85 | 82.4% | 19.3% |
| 25Δ | 35.72 | 45.0% | 12.3% | 29.66 | 50.5% | 10.4% |
| 30Δ | 34.92 | 44.8% | 10.3% | 30.49 | 46.5% | 8.4% |
| 35Δ | 34.37 | 46.6% | 9.4% | 31.04 | 46.2% | 7.4% |
| 40Δ | 33.83 | 48.3% | 8.5% | 31.59 | 46.0% | 6.4% |
| 45Δ | 33.29 | 50.1% | 7.7% | 32.15 | 45.8% | 5.4% |
| 50Δ | 32.75 | 51.8% | 6.8% | 32.73 | 46.1% | 4.5% |
| 55Δ | 32.13 | 53.6% | 6.0% | 33.35 | 47.2% | 3.9% |
| 60Δ | 31.46 | 55.4% | 5.2% | 33.98 | 48.3% | 3.3% |
| 65Δ | 30.78 | 57.3% | 4.5% | 34.61 | 49.5% | 2.7% |
| 70Δ | 30.11 | 59.1% | 3.8% | 35.81 | 53.6% | 2.2% |
| 75Δ | 29.36 | 58.3% | 3.1% | 37.97 | 62.7% | 1.9% |
| 80Δ | 28.60 | 57.0% | 2.3% | 40.12 | 71.8% | 1.5% |
No recorded observations