Share price$31.23
1D+0.5%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T04:39:55.974Z
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 · 2026-10-22T00:00:00.110751354Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.65 | 59.3% | 19.1% | 28.00 | 51.5% | 12.1% |
| 25Δ | 35.04 | 53.0% | 14.3% | 28.73 | 50.4% | 10.3% |
| 30Δ | 34.20 | 51.9% | 12.1% | 29.39 | 49.6% | 8.8% |
| 35Δ | 33.43 | 50.1% | 10.1% | 29.99 | 48.9% | 7.5% |
| 40Δ | 32.74 | 48.2% | 8.4% | 30.54 | 48.9% | 6.5% |
| 45Δ | 32.13 | 46.5% | 7.0% | 31.09 | 49.2% | 5.6% |
| 50Δ | 31.60 | 45.8% | 6.0% | 31.66 | 50.5% | 4.9% |
| 55Δ | 31.08 | 45.4% | 5.0% | 32.27 | 52.1% | 4.3% |
| 60Δ | 30.58 | 44.9% | 4.2% | 32.95 | 54.1% | 3.7% |
| 65Δ | 30.09 | 44.4% | 3.5% | 33.77 | 56.8% | 3.1% |
| 70Δ | 29.53 | 45.0% | 2.9% | 34.58 | 57.6% | 2.5% |
| 75Δ | 28.95 | 45.8% | 2.3% | 35.65 | 60.1% | 2.0% |
| 80Δ | 28.26 | 46.7% | 1.9% | 37.12 | 64.5% | 1.5% |
No recorded observations