Share price$32.72
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:08:15.254Z
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 · 2026-10-22T21:27:20.65009397Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.46 | 72.5% | 25.5% | 29.97 | 39.8% | 9.7% |
| 25Δ | 34.96 | 31.0% | 8.1% | 31.03 | 31.9% | 6.6% |
| 30Δ | 34.39 | 28.8% | 6.5% | 31.48 | 30.2% | 5.5% |
| 35Δ | 33.90 | 27.5% | 5.3% | 31.92 | 28.5% | 4.4% |
| 40Δ | 33.57 | 27.9% | 4.8% | 32.28 | 29.6% | 3.9% |
| 45Δ | 33.25 | 28.3% | 4.2% | 32.62 | 31.4% | 3.5% |
| 50Δ | 32.92 | 28.7% | 3.7% | 32.96 | 33.1% | 3.2% |
| 55Δ | 32.58 | 29.2% | 3.2% | 33.27 | 31.5% | 2.6% |
| 60Δ | 32.24 | 29.6% | 2.8% | 33.57 | 29.4% | 2.0% |
| 65Δ | 31.87 | 30.3% | 2.4% | 33.87 | 27.4% | 1.5% |
| 70Δ | 31.44 | 31.5% | 2.0% | 34.23 | 26.6% | 1.0% |
| 75Δ | 31.00 | 32.7% | 1.7% | 34.64 | 26.9% | 0.8% |
| 80Δ | 30.00 | 39.3% | 1.5% | 35.14 | 27.7% | 0.5% |
| Date | IV |
|---|---|
| 26.00% | |
| 26.31% |