Share price$27.79
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:09:41.156Z
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 · 2026-10-22T20:46:53.691995078Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.63 | 70.4% | 23.0% | 23.50 | 75.0% | 17.9% |
| 25Δ | 32.27 | 67.2% | 18.7% | 25.01 | 66.2% | 13.1% |
| 30Δ | 31.38 | 67.6% | 16.2% | 25.84 | 61.0% | 10.6% |
| 35Δ | 30.60 | 68.4% | 14.2% | 26.47 | 62.1% | 9.4% |
| 40Δ | 29.84 | 68.7% | 12.3% | 27.06 | 64.4% | 8.4% |
| 45Δ | 29.11 | 68.8% | 10.6% | 27.69 | 63.3% | 7.1% |
| 50Δ | 28.40 | 68.0% | 9.0% | 28.28 | 61.3% | 5.9% |
| 55Δ | 27.71 | 68.3% | 7.7% | 28.84 | 58.5% | 4.8% |
| 60Δ | 27.04 | 70.2% | 6.7% | 29.39 | 56.5% | 3.9% |
| 65Δ | 26.31 | 71.9% | 5.7% | 29.94 | 54.8% | 3.0% |
| 70Δ | 25.55 | 73.0% | 4.7% | 30.98 | 61.3% | 2.7% |
| 75Δ | 24.59 | 75.4% | 3.8% | 31.57 | 58.2% | 1.9% |
| 80Δ | 23.17 | 82.1% | 3.1% | 32.12 | 54.7% | 1.3% |
| Date | IV |
|---|---|
| 54.58% | |
| 54.35% |