Share price$27.50
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:40:37.392Z
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 · 2026-10-22T16:37:08.22426661Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.57 | 75.6% | 16.9% | |||
| 25Δ | 32.07 | 68.7% | 19.2% | 25.05 | 57.7% | 11.6% |
| 30Δ | 30.21 | 53.1% | 12.5% | 25.92 | 48.5% | 8.6% |
| 35Δ | 29.13 | 42.4% | 8.6% | 26.50 | 42.2% | 6.6% |
| 40Δ | 28.74 | 52.8% | 8.8% | 27.04 | 38.3% | 5.0% |
| 45Δ | 28.45 | 66.2% | 9.7% | 27.60 | 58.8% | 6.3% |
| 50Δ | 28.15 | 79.7% | 10.5% | 28.12 | 71.1% | 6.8% |
| 55Δ | 27.57 | 80.0% | 9.4% | 28.57 | 62.4% | 5.2% |
| 60Δ | 26.83 | 68.2% | 6.7% | 29.03 | 53.9% | 3.6% |
| 65Δ | 26.33 | 58.7% | 4.8% | 29.81 | 54.3% | 3.0% |
| 70Δ | 30.59 | 54.7% | 2.5% | |||
| 75Δ | 31.37 | 55.1% | 1.9% | |||
| 80Δ | 32.15 | 55.5% | 1.3% | |||
| Date | IV |
|---|---|
| 28.39% | |
| 28.63% |