Share price$26.22
1D+1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:43:29.819Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-22T18:43:28.15237297Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.63 | 36.2% | 16.8% | |||
| 25Δ | 23.77 | 37.6% | 15.5% | |||
| 30Δ | 24.90 | 39.1% | 14.1% | |||
| 35Δ | 26.04 | 40.6% | 12.8% | |||
| 40Δ | 27.18 | 42.1% | 11.4% | |||
| 45Δ | 28.32 | 43.5% | 10.1% | |||
| 50Δ | 29.46 | 45.0% | 8.7% | |||
| 55Δ | 30.60 | 46.5% | 7.4% | |||
| 60Δ | 31.74 | 48.0% | 6.0% | |||
| 65Δ | 32.88 | 49.4% | 4.7% | |||
| 70Δ | 34.02 | 50.9% | 3.3% | |||
| 75Δ | 35.64 | 53.4% | 2.1% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 45.76% | |
| 42.47% |