Share price$27.83
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:29:43.670Z
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 · 2026-10-23T00:00:00.014369775Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.64 | 70.3% | 22.9% | 23.53 | 75.2% | 17.9% |
| 25Δ | 32.29 | 66.9% | 18.6% | 25.04 | 66.4% | 13.1% |
| 30Δ | 31.40 | 67.1% | 16.1% | 25.87 | 61.2% | 10.6% |
| 35Δ | 30.62 | 68.0% | 14.1% | 26.50 | 62.7% | 9.4% |
| 40Δ | 29.86 | 68.2% | 12.2% | 27.10 | 64.9% | 8.4% |
| 45Δ | 29.14 | 68.2% | 10.5% | 27.73 | 63.8% | 7.2% |
| 50Δ | 28.43 | 67.4% | 9.0% | 28.33 | 61.7% | 6.0% |
| 55Δ | 27.75 | 67.5% | 7.6% | 28.90 | 58.9% | 4.8% |
| 60Δ | 27.08 | 69.3% | 6.6% | 29.46 | 57.1% | 3.9% |
| 65Δ | 26.36 | 70.9% | 5.6% | 30.03 | 55.7% | 3.1% |
| 70Δ | 25.61 | 71.9% | 4.6% | 31.07 | 62.1% | 2.7% |
| 75Δ | 24.72 | 73.5% | 3.7% | 31.66 | 58.9% | 2.0% |
| 80Δ | 23.31 | 79.6% | 3.0% | 32.23 | 55.3% | 1.3% |
| Date | IV |
|---|---|
| 54.58% | |
| 54.35% |