Share price$27.88
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:11.498Z
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 · 2026-10-22T23:40:02.252853297Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.66 | 69.8% | 22.7% | 23.58 | 75.4% | 17.9% |
| 25Δ | 32.31 | 66.4% | 18.4% | 25.07 | 66.7% | 13.2% |
| 30Δ | 31.42 | 66.6% | 16.0% | 25.92 | 61.5% | 10.7% |
| 35Δ | 30.65 | 67.3% | 14.0% | 26.54 | 63.5% | 9.6% |
| 40Δ | 29.89 | 67.6% | 12.1% | 27.15 | 65.5% | 8.5% |
| 45Δ | 29.17 | 67.5% | 10.4% | 27.79 | 64.4% | 7.3% |
| 50Δ | 28.48 | 66.7% | 8.8% | 28.39 | 62.2% | 6.0% |
| 55Δ | 27.79 | 66.5% | 7.5% | 28.96 | 59.5% | 4.8% |
| 60Δ | 27.13 | 68.2% | 6.5% | 29.54 | 57.9% | 4.0% |
| 65Δ | 26.42 | 69.6% | 5.5% | 30.21 | 58.1% | 3.2% |
| 70Δ | 25.69 | 70.6% | 4.5% | 31.18 | 62.9% | 2.8% |
| 75Δ | 24.88 | 71.3% | 3.6% | 31.79 | 59.8% | 2.0% |
| 80Δ | 23.50 | 76.6% | 2.9% | 32.37 | 56.2% | 1.3% |
| Date | IV |
|---|---|
| 54.58% | |
| 54.35% |