Share price$37.66
1D-3.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:12:58.058Z
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 · 2026-10-22T20:00:00.372894271Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.65 | 47.6% | 14.7% | 34.37 | 43.9% | 10.3% |
| 25Δ | 41.53 | 46.1% | 12.1% | 34.83 | 48.6% | 9.7% |
| 30Δ | 40.53 | 43.2% | 9.8% | 35.54 | 47.4% | 8.3% |
| 35Δ | 39.81 | 43.0% | 8.4% | 36.29 | 43.9% | 6.7% |
| 40Δ | 39.30 | 45.8% | 7.8% | 36.92 | 41.8% | 5.5% |
| 45Δ | 38.72 | 46.1% | 6.8% | 37.49 | 42.1% | 4.8% |
| 50Δ | 38.05 | 43.0% | 5.4% | 38.03 | 42.5% | 4.1% |
| 55Δ | 37.48 | 42.8% | 4.7% | 38.41 | 38.1% | 3.2% |
| 60Δ | 36.91 | 42.8% | 3.9% | 38.79 | 33.7% | 2.3% |
| 65Δ | 36.34 | 42.6% | 3.3% | 39.21 | 31.3% | 1.6% |
| 70Δ | 35.67 | 44.2% | 2.8% | 39.69 | 31.2% | 1.3% |
| 75Δ | 34.89 | 47.1% | 2.4% | 40.10 | 30.2% | 0.9% |
| 80Δ | 34.32 | 44.4% | 1.8% | 40.40 | 27.7% | 0.6% |
| Date | IV |
|---|---|
| 40.23% | |
| 40.98% |