Share price$28.22
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:19:55.634Z
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 · 2026-10-22T22:30:00.004167536Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.72 | 100.4% | 33.5% | 21.90 | 142.5% | 27.9% |
| 25Δ | 37.52 | 122.1% | 37.7% | 24.08 | 111.0% | 20.2% |
| 30Δ | 35.92 | 121.4% | 32.8% | 25.56 | 91.0% | 15.0% |
| 35Δ | 32.58 | 95.5% | 21.0% | 26.62 | 78.6% | 11.5% |
| 40Δ | 30.67 | 77.4% | 14.2% | 27.44 | 69.8% | 9.0% |
| 45Δ | 29.53 | 66.2% | 10.3% | 28.12 | 62.6% | 7.0% |
| 50Δ | 28.75 | 59.5% | 7.9% | 28.66 | 57.5% | 5.6% |
| 55Δ | 28.12 | 54.6% | 6.1% | 29.15 | 52.9% | 4.3% |
| 60Δ | 27.62 | 51.0% | 4.9% | 29.56 | 49.0% | 3.4% |
| 65Δ | 27.15 | 47.8% | 3.8% | 29.98 | 45.1% | 2.4% |
| 70Δ | 26.84 | 43.6% | 3.0% | 30.37 | 42.6% | 1.9% |
| 75Δ | 26.60 | 39.0% | 2.4% | 30.75 | 40.2% | 1.3% |
| 80Δ | 26.36 | 34.3% | 1.8% | 31.70 | 44.1% | 1.0% |
| Date | IV |
|---|---|
| 49.62% | |
| 49.48% |