Share price$31.20
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:07:32.423Z
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 · 2026-10-22T12:03:57.874164363Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.53 | 115.9% | 42.8% | 24.17 | 154.1% | 29.1% |
| 25Δ | 47.39 | 162.9% | 57.7% | 27.75 | 74.6% | 14.6% |
| 30Δ | 47.10 | 179.8% | 58.5% | 29.14 | 57.1% | 10.0% |
| 35Δ | 35.25 | 82.8% | 17.8% | 29.76 | 59.7% | 9.0% |
| 40Δ | 34.43 | 84.9% | 16.2% | 30.44 | 68.3% | 8.8% |
| 45Δ | 32.57 | 68.9% | 10.5% | 31.15 | 76.1% | 8.5% |
| 50Δ | 32.08 | 80.4% | 10.8% | 31.84 | 67.2% | 6.5% |
| 55Δ | 31.30 | 92.1% | 10.6% | 32.39 | 60.4% | 5.0% |
| 60Δ | 30.40 | 81.9% | 8.0% | 32.90 | 54.3% | 3.7% |
| 65Δ | 29.56 | 71.1% | 5.6% | 33.72 | 56.4% | 3.1% |
| 70Δ | 28.73 | 71.3% | 4.6% | 34.40 | 55.7% | 2.5% |
| 75Δ | 27.69 | 76.3% | 3.9% | 34.98 | 52.6% | 1.7% |
| 80Δ | 26.21 | 87.5% | 3.4% | 37.42 | 67.2% | 1.6% |
No recorded observations