Share price$34.13
1D-0.1%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T23:06:55.717Z
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 · 2026-10-22T22:30:02.331863275Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.83 | 48.2% | 11.3% | |||
| 25Δ | 37.27 | 40.8% | 10.8% | 32.04 | 38.2% | 7.8% |
| 30Δ | 36.03 | 31.5% | 7.2% | 32.76 | 32.3% | 5.8% |
| 35Δ | 35.48 | 28.1% | 5.7% | 33.27 | 28.3% | 4.5% |
| 40Δ | 34.97 | 25.1% | 4.4% | 33.67 | 25.3% | 3.4% |
| 45Δ | 34.67 | 23.6% | 3.7% | 34.03 | 22.5% | 2.5% |
| 50Δ | 34.37 | 22.0% | 3.1% | 34.24 | 20.9% | 2.1% |
| 55Δ | 34.08 | 20.5% | 2.4% | 34.44 | 19.3% | 1.6% |
| 60Δ | 33.83 | 19.7% | 2.0% | 34.64 | 17.7% | 1.2% |
| 65Δ | 33.60 | 19.1% | 1.7% | 34.84 | 16.2% | 0.8% |
| 70Δ | 33.37 | 18.4% | 1.4% | 35.12 | 15.4% | 0.4% |
| 75Δ | 33.14 | 17.8% | 1.1% | 35.67 | 17.9% | 0.3% |
| 80Δ | 32.77 | 18.5% | 0.9% | 36.23 | 20.3% | 0.2% |
| Date | IV |
|---|---|
| 19.80% | |
| 19.93% |