Share price$35.73
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:36.155Z
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 · 2026-10-22T20:10:00.001758416Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.17 | 35.1% | 10.7% | 33.08 | 36.0% | 8.6% |
| 25Δ | 41.26 | 58.8% | 17.6% | 33.54 | 37.8% | 7.8% |
| 30Δ | 37.82 | 33.3% | 7.6% | 34.02 | 39.5% | 7.0% |
| 35Δ | 37.38 | 34.2% | 6.8% | 34.58 | 37.5% | 5.9% |
| 40Δ | 36.93 | 35.2% | 6.1% | 35.11 | 36.1% | 4.8% |
| 45Δ | 36.49 | 36.8% | 5.5% | 35.57 | 36.3% | 4.2% |
| 50Δ | 36.05 | 38.4% | 4.9% | 36.05 | 37.3% | 3.6% |
| 55Δ | 35.63 | 35.4% | 4.0% | 36.84 | 48.6% | 3.9% |
| 60Δ | 35.22 | 31.8% | 3.1% | 37.46 | 49.0% | 3.4% |
| 65Δ | 34.84 | 29.3% | 2.4% | 38.05 | 46.9% | 2.6% |
| 70Δ | 34.50 | 28.1% | 1.9% | 38.80 | 47.4% | 2.0% |
| 75Δ | 34.15 | 26.9% | 1.5% | 39.75 | 49.2% | 1.6% |
| 80Δ | 33.60 | 28.1% | 1.2% | 41.75 | 58.4% | 1.3% |
| Date | IV |
|---|---|
| 34.43% | |
| 33.46% |