Share price$29.90
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:02:53.619Z
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 · 2026-10-22T21:47:44.83139368Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.34 | 56.1% | 25.9% | 23.44 | 117.6% | 25.6% |
| 25Δ | 36.15 | 49.7% | 22.1% | 24.67 | 106.6% | 22.0% |
| 30Δ | 34.95 | 43.2% | 18.2% | 25.89 | 95.6% | 18.4% |
| 35Δ | 33.76 | 36.8% | 14.3% | 27.12 | 84.6% | 14.8% |
| 40Δ | 32.56 | 30.3% | 10.5% | 28.34 | 73.6% | 11.1% |
| 45Δ | 31.37 | 23.9% | 6.6% | 29.57 | 62.6% | 7.5% |
| 50Δ | 30.17 | 17.4% | 2.7% | 30.60 | 60.6% | 5.8% |
| 55Δ | 29.48 | 19.9% | 2.0% | 31.54 | 63.5% | 5.2% |
| 60Δ | 28.86 | 24.0% | 1.9% | 32.47 | 66.5% | 4.5% |
| 65Δ | 28.25 | 28.0% | 1.7% | 33.40 | 69.4% | 3.8% |
| 70Δ | 27.64 | 32.1% | 1.5% | 34.33 | 72.4% | 3.2% |
| 75Δ | 27.02 | 36.2% | 1.4% | 36.29 | 82.7% | 2.7% |
| 80Δ | 26.41 | 40.2% | 1.2% | |||
| Date | IV |
|---|---|
| 33.06% |