Share price$31.84
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:29:00.645Z
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 · 2026-10-22T20:10:00.002494186Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.98 | 61.1% | 21.1% | 25.61 | 110.3% | 23.5% |
| 25Δ | 36.67 | 59.3% | 17.5% | 27.20 | 95.7% | 18.9% |
| 30Δ | 35.35 | 57.5% | 13.9% | 28.78 | 81.1% | 14.3% |
| 35Δ | 34.49 | 57.5% | 12.0% | 30.19 | 69.8% | 10.5% |
| 40Δ | 33.79 | 58.2% | 10.9% | 30.99 | 69.4% | 9.3% |
| 45Δ | 33.10 | 58.9% | 9.7% | 31.79 | 69.1% | 8.2% |
| 50Δ | 32.40 | 59.5% | 8.5% | 32.60 | 68.8% | 7.1% |
| 55Δ | 31.70 | 60.2% | 7.3% | 33.40 | 68.4% | 6.0% |
| 60Δ | 31.01 | 60.9% | 6.1% | 34.21 | 68.1% | 4.8% |
| 65Δ | 30.31 | 61.6% | 5.0% | 35.02 | 67.8% | 3.7% |
| 70Δ | 36.48 | 70.7% | 3.1% | |||
| 75Δ | 37.94 | 73.6% | 2.4% | |||
| 80Δ | 39.40 | 76.5% | 1.8% | |||
| Date | IV |
|---|---|
| 55.71% | |
| 56.14% |