Share price$29.77
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:19:04.101Z
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 · 2026-10-22T20:34:59.170561791Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.82 | 168.2% | 71.7% | 23.07 | 128.1% | 26.9% |
| 25Δ | 39.99 | 122.2% | 38.7% | 24.24 | 112.7% | 22.9% |
| 30Δ | 38.03 | 105.6% | 32.0% | 25.41 | 97.3% | 19.0% |
| 35Δ | 36.06 | 89.0% | 25.4% | 26.57 | 81.9% | 15.1% |
| 40Δ | 34.09 | 72.4% | 18.7% | 27.74 | 66.5% | 11.2% |
| 45Δ | 32.13 | 55.8% | 12.0% | 28.90 | 51.2% | 7.3% |
| 50Δ | 30.16 | 39.1% | 5.4% | |||
| 55Δ | 29.36 | 41.0% | 4.4% | |||
| 60Δ | 28.66 | 44.6% | 3.9% | |||
| 65Δ | 27.96 | 48.1% | 3.5% | |||
| 70Δ | 27.26 | 51.6% | 3.1% | |||
| 75Δ | 26.56 | 55.1% | 2.6% | |||
| 80Δ | 25.87 | 58.7% | 2.2% | |||
| Date | IV |
|---|---|
| 46.34% | |
| 40.79% |