Share price$36.98
1D+3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:09:56.634Z
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 · 2026-10-22T23:00:00.00288998Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.76 | 51.1% | 17.1% | 31.92 | 69.3% | 16.4% |
| 25Δ | 41.08 | 46.1% | 12.8% | 32.94 | 71.2% | 14.6% |
| 30Δ | 39.83 | 42.3% | 9.8% | 33.96 | 73.2% | 12.8% |
| 35Δ | 39.34 | 40.7% | 8.9% | 34.98 | 75.1% | 10.9% |
| 40Δ | 38.86 | 39.1% | 8.1% | 35.86 | 73.0% | 9.6% |
| 45Δ | 38.37 | 37.5% | 7.2% | 36.73 | 70.8% | 8.4% |
| 50Δ | 37.89 | 35.9% | 6.3% | 37.61 | 68.6% | 7.1% |
| 55Δ | 37.40 | 34.2% | 5.5% | 38.49 | 66.4% | 5.8% |
| 60Δ | 36.92 | 32.6% | 4.6% | 39.36 | 64.2% | 4.5% |
| 65Δ | 36.43 | 31.0% | 3.7% | 40.53 | 64.8% | 3.5% |
| 70Δ | 35.95 | 29.4% | 2.8% | 42.50 | 73.1% | 3.1% |
| 75Δ | 35.47 | 27.8% | 2.0% | 44.47 | 81.5% | 2.6% |
| 80Δ | ||||||
| Date | IV |
|---|---|
| 39.70% | |
| 37.97% |