Share price$28.15
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:21:42.610Z
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 · 2026-10-22T20:00:08.047544644Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.09 | 171.4% | 31.9% | |||
| 25Δ | 23.35 | 138.3% | 24.1% | |||
| 30Δ | 39.34 | 156.6% | 46.5% | 25.07 | 114.9% | 18.3% |
| 35Δ | 34.47 | 123.1% | 29.2% | 25.86 | 105.9% | 15.9% |
| 40Δ | 32.07 | 101.4% | 20.7% | 26.65 | 96.8% | 13.6% |
| 45Δ | 27.43 | 87.7% | 11.3% | |||
| 50Δ | 28.22 | 78.6% | 9.0% | |||
| 55Δ | 29.00 | 69.6% | 6.7% | |||
| 60Δ | 29.79 | 60.5% | 4.3% | |||
| 65Δ | 31.20 | 65.6% | 3.5% | |||
| 70Δ | 32.83 | 75.8% | 3.1% | |||
| 75Δ | 34.46 | 86.0% | 2.8% | |||
| 80Δ | 36.55 | 91.4% | 2.2% | |||
| Date | IV |
|---|---|
| 57.50% |