Share price$32.48
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:38:45.695Z
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 · 2026-10-21T23:00:00.002055304Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.58 | 63.4% | 20.7% | 28.54 | 60.4% | 14.3% |
| 25Δ | 37.60 | 66.1% | 18.3% | 29.40 | 60.5% | 12.3% |
| 30Δ | 36.60 | 65.5% | 15.9% | 30.22 | 60.4% | 10.6% |
| 35Δ | 35.59 | 64.5% | 13.5% | 30.93 | 60.3% | 9.3% |
| 40Δ | 34.68 | 64.3% | 11.5% | 31.64 | 60.2% | 8.1% |
| 45Δ | 33.92 | 65.2% | 10.2% | 32.35 | 60.1% | 6.8% |
| 50Δ | 33.15 | 66.1% | 8.8% | 32.91 | 57.3% | 5.8% |
| 55Δ | 32.37 | 67.6% | 7.6% | 33.42 | 53.7% | 4.8% |
| 60Δ | 31.48 | 72.6% | 6.8% | 33.94 | 50.1% | 3.8% |
| 65Δ | 30.59 | 77.6% | 6.1% | 34.45 | 46.5% | 2.8% |
| 70Δ | 29.68 | 80.3% | 5.2% | 34.96 | 43.0% | 1.9% |
| 75Δ | 28.73 | 78.5% | 4.1% | 36.34 | 47.0% | 1.5% |
| 80Δ | 27.78 | 76.8% | 3.0% | 37.78 | 51.5% | 1.1% |
No recorded observations