Share price$38.28
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:31.794Z
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 · 2026-10-23T00:00:00.078305032Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.67 | 73.2% | 24.0% | 33.44 | 65.7% | 14.9% |
| 25Δ | 43.02 | 53.6% | 14.5% | 34.80 | 55.8% | 11.5% |
| 30Δ | 41.32 | 43.9% | 10.2% | 35.90 | 48.3% | 8.9% |
| 35Δ | 40.24 | 37.2% | 7.4% | 37.00 | 40.7% | 6.2% |
| 40Δ | 39.55 | 33.1% | 5.8% | 37.58 | 36.7% | 4.9% |
| 45Δ | 38.96 | 29.7% | 4.5% | 38.11 | 33.1% | 3.8% |
| 50Δ | 38.59 | 27.3% | 3.7% | 38.50 | 30.4% | 3.0% |
| 55Δ | 38.21 | 24.9% | 2.9% | 38.89 | 27.6% | 2.2% |
| 60Δ | 37.88 | 23.0% | 2.3% | 39.31 | 27.5% | 1.8% |
| 65Δ | 37.62 | 21.7% | 1.9% | 39.76 | 28.4% | 1.5% |
| 70Δ | 37.36 | 20.4% | 1.5% | |||
| 75Δ | 37.09 | 19.1% | 1.2% | |||
| 80Δ | 36.76 | 18.5% | 0.9% | |||
| Date | IV |
|---|---|
| 84.36% | |
| 54.71% |