Share price$27.95
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T00:20:01.900Z
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 · 2026-10-23T23:00:00.004068392Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.40 | 134.5% | 51.6% | 23.08 | 100.2% | 21.0% |
| 25Δ | 36.30 | 112.4% | 33.9% | 25.14 | 68.5% | 13.2% |
| 30Δ | 30.68 | 52.0% | 12.3% | 25.74 | 74.1% | 12.4% |
| 35Δ | 31.02 | 69.5% | 14.9% | 26.51 | 67.9% | 10.0% |
| 40Δ | 29.22 | 44.4% | 7.7% | 27.26 | 58.6% | 7.6% |
| 45Δ | 28.64 | 42.1% | 6.2% | 27.82 | 56.4% | 6.3% |
| 50Δ | 28.23 | 42.8% | 5.4% | 28.35 | 54.9% | 5.3% |
| 55Δ | 27.79 | 44.7% | 4.8% | 28.88 | 53.6% | 4.3% |
| 60Δ | 27.31 | 48.2% | 4.4% | 29.37 | 51.9% | 3.5% |
| 65Δ | 26.85 | 49.7% | 3.8% | 29.86 | 50.1% | 2.7% |
| 70Δ | 26.41 | 47.5% | 3.1% | 30.46 | 50.0% | 2.1% |
| 75Δ | 25.96 | 45.3% | 2.3% | 32.89 | 74.3% | 2.4% |
| 80Δ | 25.51 | 43.4% | 1.8% | 34.19 | 75.6% | 1.8% |
| Date | IV |
|---|---|
| 42.09% | |
| 44.93% | |
| 45.04% |