Share price$29.48
1D-1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:09:16.253Z
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 · 2026-10-22T16:38:52.644968234Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.03 | 64.1% | 20.7% | 26.08 | 58.6% | 13.5% |
| 25Δ | 33.37 | 56.5% | 15.4% | 26.90 | 56.1% | 11.3% |
| 30Δ | 32.45 | 54.5% | 12.8% | 27.59 | 54.4% | 9.6% |
| 35Δ | 31.73 | 54.1% | 11.0% | 28.22 | 53.1% | 8.1% |
| 40Δ | 31.09 | 53.9% | 9.5% | 28.79 | 52.6% | 7.0% |
| 45Δ | 30.48 | 53.2% | 8.1% | 29.34 | 52.4% | 6.0% |
| 50Δ | 29.90 | 52.6% | 6.8% | 29.89 | 52.5% | 5.1% |
| 55Δ | 29.35 | 52.2% | 5.8% | 30.52 | 54.4% | 4.4% |
| 60Δ | 28.79 | 52.1% | 4.9% | 31.17 | 56.2% | 3.8% |
| 65Δ | 28.22 | 52.7% | 4.1% | 31.85 | 56.6% | 3.1% |
| 70Δ | 27.58 | 54.4% | 3.5% | 32.58 | 56.7% | 2.5% |
| 75Δ | 26.90 | 56.3% | 2.9% | 33.59 | 58.8% | 1.9% |
| 80Δ | 26.23 | 55.5% | 2.2% | 34.93 | 63.4% | 1.5% |
| Date | IV |
|---|---|
| 104.74% | |
| 88.69% |