Share price$29.98
1D-0.1%
Sold putSold callAH
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 dataready · fetched 2026-10-22T21:30:28.925Z
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 · 2026-10-22T20:00:00.209418517Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:30:25.326151+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.49 | 56.2% | 26.1% | 23.49 | 117.9% | 25.6% |
| 25Δ | 36.36 | 50.0% | 22.4% | 24.74 | 106.7% | 22.0% |
| 30Δ | 35.23 | 43.8% | 18.8% | 25.99 | 95.6% | 18.3% |
| 35Δ | 34.10 | 37.6% | 15.1% | 27.24 | 84.5% | 14.6% |
| 40Δ | 32.97 | 31.5% | 11.5% | 28.49 | 73.3% | 11.0% |
| 45Δ | 31.84 | 25.3% | 7.8% | 29.74 | 62.2% | 7.3% |
| 50Δ | 30.71 | 19.1% | 4.2% | 30.75 | 62.3% | 6.0% |
| 55Δ | 29.31 | 23.6% | 1.9% | 31.70 | 65.5% | 5.3% |
| 60Δ | 27.46 | 45.8% | 1.9% | 32.65 | 68.7% | 4.6% |
| 65Δ | 25.62 | 68.1% | 1.9% | 33.59 | 71.8% | 3.9% |
| 70Δ | 23.77 | 90.4% | 2.0% | 34.54 | 75.0% | 3.3% |
| 75Δ | 21.93 | 112.7% | 2.0% | 37.28 | 91.4% | 2.9% |
| 80Δ | 20.08 | 134.9% | 2.0% | |||
| Date | IV |
|---|---|
| 33.06% |