Share price$29.54
1D-1.0%
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 2026-10-22T23:27:57.566Z
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 · 2026-10-22T22:30:00.002101783Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.07 | 64.0% | 20.6% | 26.12 | 59.0% | 13.6% |
| 25Δ | 33.41 | 56.1% | 15.3% | 27.03 | 54.5% | 11.0% |
| 30Δ | 32.48 | 53.8% | 12.6% | 27.69 | 53.1% | 9.4% |
| 35Δ | 31.77 | 53.3% | 10.8% | 28.30 | 52.2% | 8.0% |
| 40Δ | 31.13 | 53.0% | 9.3% | 28.86 | 51.8% | 6.9% |
| 45Δ | 30.53 | 52.4% | 8.0% | 29.41 | 51.8% | 5.9% |
| 50Δ | 29.95 | 51.6% | 6.7% | 29.96 | 52.0% | 5.0% |
| 55Δ | 29.41 | 51.1% | 5.7% | 30.56 | 53.3% | 4.4% |
| 60Δ | 28.87 | 51.0% | 4.8% | 31.18 | 54.3% | 3.7% |
| 65Δ | 28.29 | 52.4% | 4.1% | 31.84 | 54.8% | 3.0% |
| 70Δ | 27.66 | 54.2% | 3.5% | 32.71 | 57.5% | 2.5% |
| 75Δ | 26.97 | 56.3% | 2.9% | 33.61 | 58.8% | 1.9% |
| 80Δ | 26.37 | 54.0% | 2.1% | 34.78 | 61.0% | 1.4% |
| Date | IV |
|---|---|
| 104.74% | |
| 88.69% |