Share price$39.92
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:42:10.673Z
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 · 2026-10-21T23:00:00.002597171Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.44 | 76.6% | 26.0% | 35.27 | 59.2% | 13.7% |
| 25Δ | 44.93 | 53.5% | 14.7% | 36.42 | 55.9% | 11.3% |
| 30Δ | 43.23 | 45.8% | 10.6% | 38.00 | 39.6% | 7.1% |
| 35Δ | 42.54 | 47.5% | 9.5% | 38.55 | 41.8% | 6.4% |
| 40Δ | 41.84 | 47.8% | 8.4% | 39.11 | 43.4% | 5.8% |
| 45Δ | 40.88 | 40.1% | 6.0% | 39.73 | 43.0% | 4.9% |
| 50Δ | 40.31 | 41.3% | 5.3% | 40.31 | 41.9% | 4.1% |
| 55Δ | 39.67 | 47.9% | 5.2% | 40.88 | 40.2% | 3.3% |
| 60Δ | 38.94 | 59.2% | 5.6% | 41.56 | 41.6% | 2.8% |
| 65Δ | 38.29 | 52.4% | 4.2% | 42.25 | 42.6% | 2.3% |
| 70Δ | 37.54 | 50.2% | 3.2% | 42.89 | 41.7% | 1.8% |
| 75Δ | 36.71 | 51.1% | 2.6% | 43.60 | 41.0% | 1.3% |
| 80Δ | 35.82 | 51.3% | 2.0% | 44.37 | 40.3% | 0.9% |
No recorded observations