Share price$34.65
1D-0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:42:05.728Z
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 · 2026-10-22T16:40:48.527064047Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.99 | 70.5% | 15.9% | |||
| 25Δ | 39.89 | 63.6% | 17.6% | 31.80 | 50.5% | 10.4% |
| 30Δ | 37.80 | 49.4% | 11.6% | 32.95 | 40.4% | 7.2% |
| 35Δ | 36.74 | 41.8% | 8.6% | 33.52 | 37.7% | 5.9% |
| 40Δ | 36.08 | 36.5% | 6.8% | 34.05 | 35.1% | 4.7% |
| 45Δ | 35.42 | 31.1% | 5.0% | 34.44 | 31.4% | 3.7% |
| 50Δ | 34.87 | 27.6% | 3.7% | 34.84 | 27.8% | 2.7% |
| 55Δ | 34.50 | 27.2% | 3.3% | 35.13 | 25.3% | 2.0% |
| 60Δ | 34.13 | 26.8% | 2.9% | 35.36 | 23.4% | 1.6% |
| 65Δ | 33.77 | 26.4% | 2.5% | 35.59 | 21.6% | 1.2% |
| 70Δ | 33.40 | 26.0% | 2.1% | 35.82 | 19.8% | 0.8% |
| 75Δ | 33.03 | 25.6% | 1.8% | 36.09 | 18.6% | 0.4% |
| 80Δ | 32.66 | 25.2% | 1.4% | 36.56 | 19.9% | 0.3% |
| Date | IV |
|---|---|
| 26.09% | |
| 26.08% |