Share price$29.90
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:03:21.611Z
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 · 2026-10-22T20:20:44.730719623Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.86 | 38.7% | 14.3% | 22.09 | 128.0% | 29.3% |
| 25Δ | 33.24 | 36.4% | 12.5% | 23.47 | 110.5% | 24.7% |
| 30Δ | 32.62 | 34.1% | 10.7% | 24.85 | 93.0% | 20.1% |
| 35Δ | 32.00 | 31.8% | 8.9% | 26.24 | 75.5% | 15.4% |
| 40Δ | 31.38 | 29.5% | 7.0% | 27.62 | 58.0% | 10.8% |
| 45Δ | 30.76 | 27.2% | 5.2% | 29.00 | 40.5% | 6.1% |
| 50Δ | 30.14 | 24.9% | 3.4% | 30.27 | 30.3% | 2.7% |
| 55Δ | 29.23 | 31.6% | 2.9% | 31.24 | 39.2% | 2.7% |
| 60Δ | 28.24 | 41.1% | 2.7% | 32.21 | 48.2% | 2.6% |
| 65Δ | 27.24 | 50.6% | 2.6% | 33.18 | 57.1% | 2.6% |
| 70Δ | 26.25 | 60.0% | 2.4% | 34.16 | 66.1% | 2.6% |
| 75Δ | 25.25 | 69.5% | 2.3% | 35.41 | 75.7% | 2.5% |
| 80Δ | 24.26 | 79.0% | 2.1% | 38.44 | 89.8% | 2.0% |
| Date | IV |
|---|---|
| 32.34% |