Share price$29.36
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:59:38.372Z
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 · 2026-10-22T22:30:00.0043159Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.62 | 71.4% | 23.4% | 25.92 | 60.0% | 13.7% |
| 25Δ | 32.91 | 52.4% | 14.1% | 27.13 | 48.0% | 9.8% |
| 30Δ | 31.54 | 40.8% | 9.5% | 27.93 | 40.3% | 7.1% |
| 35Δ | 30.76 | 34.1% | 6.9% | 28.44 | 35.6% | 5.6% |
| 40Δ | 30.26 | 30.3% | 5.4% | 28.91 | 31.1% | 4.1% |
| 45Δ | 29.88 | 27.3% | 4.2% | 29.21 | 28.6% | 3.3% |
| 50Δ | 29.63 | 25.1% | 3.5% | 29.48 | 26.6% | 2.7% |
| 55Δ | 29.37 | 22.9% | 2.9% | 29.74 | 24.6% | 2.0% |
| 60Δ | 29.12 | 20.7% | 2.2% | |||
| 65Δ | 28.84 | 19.6% | 1.7% | |||
| 70Δ | 28.52 | 19.5% | 1.4% | |||
| 75Δ | 28.21 | 19.5% | 1.2% | |||
| 80Δ | 27.89 | 19.4% | 0.9% | |||
| Date | IV |
|---|---|
| 102.65% | |
| 46.44% |