Share price$38.81
1D+4.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:21:20.883Z
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 · 2026-10-22T20:34:59.809396011Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.75 | 152.2% | 29.3% | |||
| 25Δ | 32.39 | 125.8% | 22.6% | |||
| 30Δ | 34.93 | 100.9% | 16.3% | |||
| 35Δ | 45.68 | 104.8% | 23.6% | 35.94 | 89.7% | 13.8% |
| 40Δ | 43.26 | 89.1% | 17.5% | 36.90 | 79.0% | 11.3% |
| 45Δ | 41.25 | 75.4% | 12.5% | 37.87 | 68.3% | 8.9% |
| 50Δ | 39.79 | 65.1% | 9.0% | 38.83 | 57.6% | 6.5% |
| 55Δ | 39.24 | 60.5% | 8.0% | 39.80 | 46.9% | 4.0% |
| 60Δ | 38.69 | 56.0% | 7.0% | 40.78 | 45.9% | 3.1% |
| 65Δ | 38.14 | 51.5% | 6.1% | 41.76 | 47.6% | 2.6% |
| 70Δ | 37.59 | 46.9% | 5.1% | 42.75 | 49.2% | 2.2% |
| 75Δ | 37.04 | 42.4% | 4.1% | 43.73 | 50.9% | 1.7% |
| 80Δ | 36.49 | 37.8% | 3.1% | 44.72 | 52.6% | 1.2% |
| Date | IV |
|---|---|
| 45.47% | |
| 45.65% |