Share price$38.05
1D+4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:42:50.315Z
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 · 2026-10-22T00:00:01.472754735Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.76 | 164.2% | 31.0% | |||
| 25Δ | 31.29 | 154.2% | 26.0% | |||
| 30Δ | 33.38 | 157.1% | 23.2% | |||
| 35Δ | 35.51 | 159.4% | 20.6% | |||
| 40Δ | 37.68 | 159.6% | 18.0% | |||
| 45Δ | 39.85 | 157.7% | 15.5% | |||
| 50Δ | 41.73 | 149.8% | 22.9% | 42.08 | 156.6% | 13.3% |
| 55Δ | 39.56 | 149.5% | 19.2% | |||
| 60Δ | 37.49 | 149.2% | 15.9% | |||
| 65Δ | 35.46 | 147.4% | 12.9% | |||
| 70Δ | 33.45 | 148.4% | 10.4% | |||
| 75Δ | 31.51 | 144.3% | 7.8% | |||
| 80Δ | 29.50 | 142.8% | 5.8% | |||
No recorded observations