Share price$33.93
1D+4.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:32:15.793Z
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 · 2026-10-22T20:10:00.00188768Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.08 | 62.1% | 19.9% | 28.16 | 91.5% | 20.1% |
| 25Δ | 38.89 | 60.8% | 17.0% | 30.39 | 69.9% | 13.8% |
| 30Δ | 37.70 | 59.3% | 14.0% | 31.24 | 72.6% | 12.5% |
| 35Δ | 36.81 | 57.9% | 12.0% | 32.10 | 75.3% | 11.2% |
| 40Δ | 35.98 | 56.5% | 10.2% | 32.99 | 76.7% | 9.9% |
| 45Δ | 35.15 | 55.1% | 8.4% | 33.92 | 76.8% | 8.6% |
| 50Δ | 34.51 | 52.8% | 7.1% | 34.85 | 76.9% | 7.3% |
| 55Δ | 33.91 | 50.2% | 6.0% | 35.79 | 76.0% | 6.2% |
| 60Δ | 33.31 | 47.7% | 4.8% | 36.73 | 74.9% | 5.1% |
| 65Δ | 32.71 | 45.1% | 3.6% | 37.67 | 73.5% | 4.1% |
| 70Δ | 32.13 | 43.3% | 2.9% | 38.59 | 70.9% | 3.2% |
| 75Δ | 31.57 | 41.9% | 2.4% | 39.51 | 68.3% | 2.3% |
| 80Δ | 31.01 | 40.6% | 1.8% | 40.88 | 68.4% | 1.6% |
| Date | IV |
|---|---|
| 54.39% | |
| 55.46% |