Share price$29.26
1D+3.1%
Sold putSold call
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 2026-10-22T16:17:25.880Z
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 · 2026-10-22T16:17:24.458356698Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.72 | 46.3% | 16.6% | 22.98 | 85.8% | 24.4% |
| 25Δ | 32.93 | 44.3% | 14.3% | 24.07 | 81.4% | 21.4% |
| 30Δ | 32.15 | 42.2% | 12.0% | 25.16 | 77.0% | 18.4% |
| 35Δ | 31.36 | 40.2% | 9.7% | 26.26 | 72.6% | 15.4% |
| 40Δ | 30.58 | 38.2% | 7.4% | 27.35 | 68.2% | 12.4% |
| 45Δ | 28.44 | 63.8% | 9.4% | |||
| 50Δ | 29.53 | 59.4% | 6.4% | |||
| 55Δ | 30.62 | 60.1% | 4.8% | |||
| 60Δ | 31.71 | 64.9% | 4.3% | |||
| 65Δ | 32.80 | 69.6% | 3.7% | |||
| 70Δ | 33.89 | 74.3% | 3.2% | |||
| 75Δ | 34.98 | 79.0% | 2.6% | |||
| 80Δ | 38.96 | 100.3% | 2.3% | |||
| Date | IV |
|---|---|
| 36.21% |