Share price$35.16
1D+0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:42:12.613Z
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 · 2026-10-21T23:00:00.002485001Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.91 | 56.3% | 18.0% | 29.83 | 81.1% | 18.0% |
| 25Δ | 40.36 | 60.0% | 17.1% | 32.72 | 44.5% | 9.0% |
| 30Δ | 38.33 | 44.9% | 11.2% | 32.96 | 50.4% | 9.1% |
| 35Δ | 36.72 | 33.4% | 6.6% | 34.13 | 35.0% | 5.4% |
| 40Δ | 36.32 | 34.8% | 6.0% | 34.56 | 36.6% | 4.9% |
| 45Δ | 35.91 | 35.9% | 5.4% | 35.00 | 38.2% | 4.4% |
| 50Δ | 35.45 | 35.9% | 4.7% | 35.47 | 37.7% | 3.7% |
| 55Δ | 35.00 | 35.9% | 4.0% | 35.93 | 37.2% | 3.0% |
| 60Δ | 34.42 | 41.5% | 3.8% | 36.50 | 38.5% | 2.6% |
| 65Δ | 33.88 | 44.8% | 3.5% | 37.05 | 39.6% | 2.2% |
| 70Δ | 33.43 | 41.6% | 2.8% | 37.43 | 37.0% | 1.6% |
| 75Δ | 32.97 | 38.5% | 2.0% | 37.80 | 34.3% | 1.1% |
| 80Δ | 32.47 | 36.9% | 1.5% | 39.66 | 45.5% | 1.0% |
No recorded observations