Share price$30.37
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:23:51.426Z
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 · 2026-10-21T20:00:00.363579247Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.82 | 105.6% | 37.6% | 21.74 | 205.0% | 36.5% |
| 25Δ | 42.70 | 139.8% | 46.0% | 25.02 | 150.1% | 25.7% |
| 30Δ | 44.59 | 174.1% | 54.4% | 26.52 | 115.3% | 19.3% |
| 35Δ | 42.78 | 160.9% | 48.6% | 28.02 | 80.4% | 12.8% |
| 40Δ | 39.95 | 134.4% | 38.7% | 29.52 | 45.5% | 6.4% |
| 45Δ | 37.11 | 107.9% | 28.9% | 31.05 | 38.7% | 4.1% |
| 50Δ | 34.27 | 81.4% | 19.0% | 32.60 | 45.3% | 3.7% |
| 55Δ | 31.44 | 54.9% | 9.2% | 34.16 | 51.9% | 3.3% |
| 60Δ | 29.55 | 44.6% | 4.0% | 35.71 | 58.5% | 3.0% |
| 65Δ | 28.64 | 50.7% | 3.6% | 37.26 | 65.1% | 2.6% |
| 70Δ | 27.73 | 56.9% | 3.2% | 38.82 | 71.7% | 2.2% |
| 75Δ | 26.82 | 63.0% | 2.9% | 40.37 | 78.3% | 1.8% |
| 80Δ | 25.91 | 69.2% | 2.5% | 41.92 | 84.9% | 1.5% |
No recorded observations