Share price$31.18
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:49:49.332Z
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 · 2026-10-21T20:00:01.027246844Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.40 | 76.1% | 25.3% | 26.86 | 73.0% | 16.4% |
| 25Δ | 35.57 | 59.5% | 16.4% | 27.89 | 70.5% | 13.8% |
| 30Δ | 34.71 | 59.8% | 14.3% | 28.78 | 68.9% | 11.8% |
| 35Δ | 34.27 | 67.8% | 14.0% | 29.54 | 72.3% | 10.7% |
| 40Δ | 34.10 | 80.9% | 15.1% | 30.31 | 75.1% | 9.6% |
| 45Δ | 32.76 | 72.2% | 11.2% | 31.11 | 72.7% | 8.1% |
| 50Δ | 31.98 | 74.4% | 9.9% | 31.74 | 63.6% | 6.2% |
| 55Δ | 31.09 | 62.4% | 7.0% | 32.45 | 60.9% | 5.0% |
| 60Δ | 30.29 | 71.3% | 6.7% | 33.20 | 62.0% | 4.2% |
| 65Δ | 29.52 | 73.4% | 5.8% | 33.93 | 61.3% | 3.4% |
| 70Δ | 28.51 | 78.8% | 5.0% | 34.43 | 56.9% | 2.5% |
| 75Δ | 27.17 | 91.3% | 4.7% | 34.90 | 52.1% | 1.7% |
| 80Δ | 26.26 | 86.3% | 3.4% | 36.08 | 55.1% | 1.3% |
No recorded observations