Share price$35.24
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:31:57.440Z
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 · 2026-10-22T16:30:57.633478159Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.17 | 43.1% | 10.2% | |||
| 25Δ | 39.53 | 49.0% | 14.0% | 32.62 | 47.8% | 9.7% |
| 30Δ | 37.72 | 40.7% | 9.2% | 33.08 | 52.4% | 9.2% |
| 35Δ | 37.36 | 45.5% | 9.0% | 33.68 | 57.5% | 8.7% |
| 40Δ | 37.01 | 50.3% | 8.8% | 34.35 | 59.3% | 7.8% |
| 45Δ | 35.91 | 32.2% | 4.8% | 35.09 | 57.5% | 6.5% |
| 50Δ | 35.51 | 31.1% | 4.1% | 35.80 | 56.2% | 5.8% |
| 55Δ | 35.11 | 29.9% | 3.4% | 36.51 | 54.9% | 5.0% |
| 60Δ | 34.66 | 29.8% | 2.9% | 37.21 | 53.7% | 4.2% |
| 65Δ | 34.19 | 30.0% | 2.5% | 37.92 | 52.4% | 3.4% |
| 70Δ | 33.72 | 30.2% | 2.1% | 38.62 | 51.1% | 2.6% |
| 75Δ | 33.24 | 30.4% | 1.8% | 39.33 | 49.9% | 1.8% |
| 80Δ | 32.77 | 30.6% | 1.4% | 40.16 | 49.3% | 1.1% |
| Date | IV |
|---|---|
| 34.43% | |
| 33.46% |