Share price$29.16
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:05.722Z
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 · 2026-10-21T20:00:00.444475825Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.94 | 74.6% | 25.4% | 25.25 | 69.2% | 15.9% |
| 25Δ | 34.55 | 73.9% | 21.3% | 26.01 | 69.0% | 14.4% |
| 30Δ | 33.59 | 73.0% | 18.9% | 26.76 | 68.8% | 12.8% |
| 35Δ | 32.63 | 72.1% | 16.4% | 27.52 | 68.6% | 11.3% |
| 40Δ | 31.68 | 71.1% | 13.9% | 28.27 | 68.5% | 9.7% |
| 45Δ | 30.72 | 70.2% | 11.4% | 29.03 | 68.3% | 8.2% |
| 50Δ | 29.80 | 69.7% | 9.3% | 29.78 | 68.1% | 6.6% |
| 55Δ | 29.00 | 70.7% | 8.2% | 30.62 | 68.0% | 5.6% |
| 60Δ | 28.21 | 71.6% | 7.2% | 31.50 | 68.0% | 4.8% |
| 65Δ | 27.41 | 72.5% | 6.1% | 32.37 | 68.0% | 4.0% |
| 70Δ | 26.61 | 73.5% | 5.0% | 33.25 | 67.9% | 3.2% |
| 75Δ | 25.81 | 74.4% | 4.0% | 34.12 | 67.9% | 2.4% |
| 80Δ | 25.02 | 75.3% | 2.9% | 34.99 | 67.8% | 1.6% |
No recorded observations