Share price$36.79
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T18:25:44.801Z
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 · 2026-10-22T00:00:00.153022817Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 36.19 | 32.3% | 4.4% | |||
| 45Δ | 36.61 | 28.9% | 3.4% | |||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 35.27 | 50.5% | 3.9% | |||
| 70Δ | 34.26 | 57.7% | 3.6% | |||
| 75Δ | 33.12 | 65.7% | 3.3% | |||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 84.36% | |
| 54.71% |