Share price$28.86
1D+9.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T05:09:00.804Z
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 · 2026-10-22T23:00:00.001993879Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.38 | 138.1% | 30.2% | |||
| 25Δ | 37.03 | 103.9% | 32.0% | 22.52 | 126.3% | 26.7% |
| 30Δ | 33.99 | 82.3% | 21.5% | 23.66 | 114.5% | 23.1% |
| 35Δ | 32.33 | 67.5% | 15.7% | 24.81 | 102.7% | 19.6% |
| 40Δ | 30.66 | 52.7% | 10.0% | 25.95 | 90.9% | 16.1% |
| 45Δ | 29.42 | 49.7% | 7.3% | 27.09 | 79.1% | 12.5% |
| 50Δ | 28.45 | 54.3% | 6.6% | 28.24 | 67.3% | 9.0% |
| 55Δ | 27.48 | 59.0% | 6.0% | 29.38 | 55.5% | 5.5% |
| 60Δ | 26.52 | 63.7% | 5.4% | 30.55 | 52.1% | 3.4% |
| 65Δ | 25.55 | 68.4% | 4.7% | 31.73 | 58.5% | 3.0% |
| 70Δ | 24.59 | 73.1% | 4.1% | 32.92 | 64.8% | 2.6% |
| 75Δ | 23.62 | 77.7% | 3.4% | 34.11 | 71.2% | 2.2% |
| 80Δ | 22.65 | 82.4% | 2.8% | 37.24 | 91.7% | 2.1% |
No recorded observations