Share price$27.39
1D+0.5%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:43:10.423Z
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 · 2026-10-23T17:39:34.468393457Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.95 | 152.8% | 60.8% | 22.52 | 102.5% | 21.4% |
| 25Δ | 35.93 | 115.6% | 35.3% | 23.86 | 87.7% | 16.9% |
| 30Δ | 32.63 | 93.6% | 23.4% | 24.92 | 78.8% | 13.6% |
| 35Δ | 29.77 | 57.8% | 12.0% | 25.97 | 70.0% | 10.3% |
| 40Δ | 28.62 | 45.6% | 7.9% | 26.68 | 57.4% | 7.5% |
| 45Δ | 28.11 | 43.7% | 6.5% | 27.25 | 50.7% | 5.7% |
| 50Δ | 27.61 | 46.0% | 5.8% | 27.71 | 48.7% | 4.7% |
| 55Δ | 27.12 | 49.5% | 5.3% | 28.15 | 46.8% | 3.8% |
| 60Δ | 26.63 | 53.0% | 4.8% | 28.57 | 45.2% | 3.1% |
| 65Δ | 26.15 | 56.4% | 4.3% | 28.99 | 43.6% | 2.4% |
| 70Δ | 25.52 | 59.4% | 3.7% | 29.32 | 40.9% | 1.8% |
| 75Δ | 24.78 | 63.0% | 3.1% | 29.65 | 38.2% | 1.3% |
| 80Δ | 23.84 | 68.3% | 2.6% | 29.98 | 35.4% | 0.7% |
| Date | IV |
|---|---|
| 42.09% | |
| 44.93% | |
| 45.04% |