Share price$29.00
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-23T09:05:48.394Z
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 · 2026-10-23T08:52:25.70249598Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.19 | 39.7% | 12.2% | 26.46 | 39.8% | 10.1% |
| 25Δ | 31.67 | 39.8% | 10.9% | 27.13 | 38.5% | 8.1% |
| 30Δ | 31.16 | 39.9% | 9.5% | 27.67 | 37.6% | 6.7% |
| 35Δ | 30.64 | 40.0% | 8.2% | 28.05 | 37.1% | 6.0% |
| 40Δ | 30.12 | 40.1% | 6.9% | 28.43 | 36.7% | 5.3% |
| 45Δ | 29.67 | 40.7% | 6.1% | 28.81 | 36.3% | 4.5% |
| 50Δ | 29.23 | 41.5% | 5.4% | 29.19 | 35.9% | 3.8% |
| 55Δ | 28.79 | 42.3% | 4.8% | 29.57 | 35.4% | 3.1% |
| 60Δ | 28.35 | 43.2% | 4.1% | 29.95 | 35.0% | 2.3% |
| 65Δ | 27.91 | 44.0% | 3.5% | 30.43 | 35.1% | 1.9% |
| 70Δ | 27.45 | 44.8% | 2.8% | 30.93 | 35.2% | 1.5% |
| 75Δ | 26.75 | 46.6% | 2.4% | 31.42 | 35.3% | 1.2% |
| 80Δ | 26.04 | 48.4% | 1.9% | 31.92 | 35.5% | 0.8% |
| Date | IV |
|---|---|
| 35.85% | |
| 36.28% |