Share price$28.67
1D+5.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T21:08:23.603Z
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 · 2026-10-22T20:10:00.003655358Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.26 | 49.6% | 17.3% | 25.21 | 59.7% | 14.1% |
| 25Δ | 31.38 | 35.5% | 10.7% | 25.78 | 57.6% | 12.8% |
| 30Δ | 29.89 | 25.5% | 5.8% | 26.36 | 55.5% | 11.4% |
| 35Δ | 29.47 | 27.0% | 5.3% | 26.94 | 53.5% | 10.0% |
| 40Δ | 29.06 | 28.5% | 4.9% | 27.51 | 51.4% | 8.6% |
| 45Δ | 28.64 | 30.0% | 4.5% | 28.09 | 49.3% | 7.2% |
| 50Δ | 28.22 | 31.5% | 4.1% | 28.67 | 47.2% | 5.9% |
| 55Δ | 27.81 | 33.0% | 3.7% | 29.24 | 45.1% | 4.5% |
| 60Δ | 27.39 | 34.5% | 3.3% | 29.82 | 43.0% | 3.1% |
| 65Δ | 26.97 | 36.1% | 2.9% | 31.73 | 54.3% | 2.6% |
| 70Δ | 26.56 | 37.6% | 2.5% | 34.25 | 71.7% | 2.5% |
| 75Δ | 26.14 | 39.1% | 2.1% | 36.76 | 89.0% | 2.4% |
| 80Δ | 25.72 | 40.6% | 1.7% | 39.27 | 106.3% | 2.4% |
No recorded observations