Share price$33.79
1D+15.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:13:15.995Z
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 · 2026-10-22T22:34:02.09442448Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.79 | 75.2% | 17.4% | |||
| 25Δ | 39.75 | 73.6% | 20.5% | 30.17 | 73.2% | 14.1% |
| 30Δ | 38.71 | 73.5% | 18.2% | 31.08 | 74.4% | 12.8% |
| 35Δ | 37.66 | 73.4% | 16.0% | 32.00 | 75.6% | 11.5% |
| 40Δ | 36.61 | 73.3% | 13.7% | 32.91 | 76.8% | 10.1% |
| 45Δ | 35.56 | 73.2% | 11.5% | 33.82 | 78.0% | 8.8% |
| 50Δ | 34.55 | 74.5% | 9.8% | 34.74 | 79.2% | 7.4% |
| 55Δ | 33.57 | 77.3% | 8.7% | 35.79 | 79.6% | 6.4% |
| 60Δ | 32.60 | 80.2% | 7.6% | 36.90 | 79.6% | 5.4% |
| 65Δ | 31.62 | 83.1% | 6.6% | 38.01 | 79.6% | 4.5% |
| 70Δ | 30.65 | 86.0% | 5.5% | 39.12 | 79.6% | 3.5% |
| 75Δ | 29.40 | 90.6% | 4.5% | |||
| 80Δ | 27.64 | 98.5% | 3.7% | |||
| Date | IV |
|---|---|
| 69.04% | |
| 71.83% |