Share price$38.96
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T10:51:59.814Z
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 · 2026-10-21T23:00:00.002628948Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.85 | 26.2% | 8.3% | 31.76 | 93.8% | 21.4% |
| 25Δ | 41.39 | 26.7% | 7.5% | 33.86 | 74.2% | 15.9% |
| 30Δ | 40.93 | 27.3% | 6.6% | 35.96 | 54.6% | 10.5% |
| 35Δ | 40.47 | 27.8% | 5.7% | 37.59 | 39.3% | 6.2% |
| 40Δ | 40.01 | 28.3% | 4.9% | 37.92 | 35.8% | 5.4% |
| 45Δ | 39.61 | 28.2% | 4.4% | 38.26 | 32.4% | 4.6% |
| 50Δ | 39.22 | 28.0% | 3.9% | 38.60 | 28.9% | 3.8% |
| 55Δ | 38.82 | 27.8% | 3.4% | 38.93 | 25.4% | 3.0% |
| 60Δ | 38.43 | 27.7% | 2.9% | 39.27 | 22.0% | 2.2% |
| 65Δ | 38.03 | 27.5% | 2.4% | 39.61 | 18.5% | 1.4% |
| 70Δ | 37.64 | 27.4% | 1.9% | 39.94 | 15.1% | 0.6% |
| 75Δ | 37.04 | 28.2% | 1.5% | 40.67 | 17.6% | 0.3% |
| 80Δ | 36.35 | 29.5% | 1.3% | 41.47 | 21.4% | 0.3% |
No recorded observations