Share price$33.57
1D+0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:17.583Z
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 · 2026-10-22T20:00:00.20709787Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.57 | 43.0% | 13.2% | 30.61 | 43.4% | 10.2% |
| 25Δ | 36.06 | 33.5% | 8.8% | 31.59 | 36.2% | 7.5% |
| 30Δ | 35.33 | 29.4% | 6.7% | 32.26 | 31.1% | 5.6% |
| 35Δ | 34.79 | 26.2% | 5.3% | 32.76 | 27.4% | 4.3% |
| 40Δ | 34.39 | 23.6% | 4.3% | 33.14 | 24.8% | 3.3% |
| 45Δ | 34.00 | 21.1% | 3.2% | 33.41 | 23.2% | 2.7% |
| 50Δ | 33.76 | 20.5% | 2.8% | 33.69 | 21.6% | 2.1% |
| 55Δ | 33.52 | 19.8% | 2.4% | 33.96 | 20.0% | 1.6% |
| 60Δ | 33.29 | 19.2% | 2.0% | 34.22 | 19.8% | 1.3% |
| 65Δ | 33.05 | 18.6% | 1.6% | 34.49 | 19.8% | 1.0% |
| 70Δ | 32.79 | 18.3% | 1.3% | 34.75 | 19.8% | 0.7% |
| 75Δ | 32.53 | 18.1% | 1.1% | 35.05 | 20.0% | 0.5% |
| 80Δ | 32.27 | 18.0% | 0.9% | 35.83 | 23.2% | 0.3% |
| Date | IV |
|---|---|
| 19.25% | |
| 18.99% |