Share price$30.52
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:18.423Z
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 · 2026-10-22T20:00:00.243420912Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.00 | 103.5% | 21.8% | |||
| 25Δ | 35.27 | 64.9% | 18.1% | 26.14 | 94.1% | 18.6% |
| 30Δ | 34.28 | 61.6% | 15.4% | 27.28 | 84.8% | 15.4% |
| 35Δ | 33.52 | 60.2% | 13.7% | 28.42 | 75.4% | 12.2% |
| 40Δ | 32.77 | 58.8% | 11.9% | 29.56 | 66.0% | 8.9% |
| 45Δ | 32.01 | 57.5% | 10.1% | 30.47 | 62.6% | 7.2% |
| 50Δ | 31.26 | 56.1% | 8.3% | 31.24 | 62.8% | 6.3% |
| 55Δ | 30.50 | 54.7% | 6.5% | 32.02 | 63.0% | 5.5% |
| 60Δ | 29.74 | 53.9% | 5.1% | 32.79 | 63.3% | 4.6% |
| 65Δ | 28.99 | 54.2% | 4.4% | 33.56 | 63.5% | 3.8% |
| 70Δ | 28.23 | 54.5% | 3.8% | 34.33 | 63.7% | 2.9% |
| 75Δ | 27.48 | 54.8% | 3.1% | 35.20 | 63.9% | 2.1% |
| 80Δ | 26.72 | 55.1% | 2.4% | 36.63 | 64.0% | 1.6% |
| Date | IV |
|---|---|
| 51.40% | |
| 53.30% |