Share price$29.63
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:27.343Z
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 · 2026-10-21T22:05:33.136400434Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.45 | 65.6% | 21.6% | 25.55 | 71.2% | 16.3% |
| 25Δ | 32.29 | 40.2% | 10.6% | 26.90 | 59.5% | 12.0% |
| 30Δ | 32.48 | 50.4% | 12.1% | 27.68 | 56.2% | 9.9% |
| 35Δ | 31.67 | 47.0% | 9.8% | 28.39 | 49.6% | 7.7% |
| 40Δ | 30.91 | 43.9% | 7.6% | 29.06 | 41.2% | 5.5% |
| 45Δ | 30.41 | 42.5% | 6.4% | 29.49 | 41.6% | 4.8% |
| 50Δ | 29.93 | 41.1% | 5.3% | 29.93 | 42.0% | 4.1% |
| 55Δ | 29.52 | 39.5% | 4.4% | 30.43 | 43.3% | 3.5% |
| 60Δ | 29.10 | 37.8% | 3.6% | 30.94 | 44.8% | 3.0% |
| 65Δ | 28.71 | 36.8% | 2.9% | 31.40 | 43.6% | 2.4% |
| 70Δ | 28.32 | 36.0% | 2.4% | 31.86 | 42.1% | 1.8% |
| 75Δ | 27.85 | 36.8% | 1.9% | 32.40 | 41.4% | 1.3% |
| 80Δ | 26.93 | 44.9% | 1.8% | 32.98 | 41.0% | 0.9% |
No recorded observations