Share price$35.07
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:59:42.659Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19
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 · 2026-10-22T20:00:01.312024284Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 34.62 | 59.1% | 13.6% | |||
| 65Δ | 33.28 | 55.9% | 11.8% | |||
| 70Δ | 31.94 | 52.7% | 9.9% | |||
| 75Δ | 30.60 | 49.5% | 8.1% | |||
| 80Δ | 29.26 | 46.3% | 6.2% | |||
| Date | IV |
|---|---|
| 60.27% |