Share price$33.30
1D-1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T08:10:34.550Z
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 · 2026-10-21T20:00:02.052135106Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.81 | 137.0% | 27.6% | |||
| 25Δ | 28.15 | 110.0% | 20.7% | |||
| 30Δ | 30.14 | 87.2% | 14.8% | |||
| 35Δ | 30.83 | 80.1% | 13.0% | |||
| 40Δ | 31.51 | 73.0% | 11.2% | |||
| 45Δ | 34.89 | 65.6% | 10.4% | 32.20 | 65.9% | 9.4% |
| 50Δ | 34.30 | 62.0% | 9.3% | 32.89 | 58.8% | 7.5% |
| 55Δ | 33.72 | 58.4% | 8.2% | 33.57 | 51.7% | 5.7% |
| 60Δ | 33.13 | 54.9% | 7.0% | 34.26 | 44.6% | 3.9% |
| 65Δ | 32.55 | 51.3% | 5.9% | 34.94 | 37.5% | 2.1% |
| 70Δ | 31.97 | 47.7% | 4.8% | 35.71 | 36.1% | 1.6% |
| 75Δ | 31.38 | 44.1% | 3.7% | 36.48 | 35.3% | 1.3% |
| 80Δ | 30.80 | 40.6% | 2.5% | 37.26 | 34.4% | 0.9% |
No recorded observations