Share price$34.76
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:02:59.728Z
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 · 2026-10-23T00:00:00.115034506Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.20 | 55.4% | 17.4% | 30.50 | 63.3% | 14.4% |
| 25Δ | 37.17 | 30.8% | 8.2% | 31.90 | 50.8% | 10.4% |
| 30Δ | 37.48 | 43.1% | 10.0% | 33.05 | 40.9% | 7.2% |
| 35Δ | 36.64 | 37.1% | 7.7% | 33.63 | 38.0% | 5.9% |
| 40Δ | 36.08 | 33.5% | 6.3% | 34.15 | 34.7% | 4.7% |
| 45Δ | 35.52 | 29.8% | 4.8% | 34.56 | 30.8% | 3.6% |
| 50Δ | 34.99 | 26.3% | 3.5% | 34.98 | 26.9% | 2.5% |
| 55Δ | 34.78 | 23.8% | 2.9% | 35.23 | 25.0% | 2.0% |
| 60Δ | 34.57 | 21.3% | 2.4% | 35.47 | 23.2% | 1.6% |
| 65Δ | 34.36 | 18.9% | 1.9% | 35.72 | 21.5% | 1.1% |
| 70Δ | 34.15 | 16.4% | 1.4% | 35.96 | 19.7% | 0.7% |
| 75Δ | 33.90 | 14.9% | 0.9% | 36.49 | 22.1% | 0.5% |
| 80Δ | 33.53 | 16.0% | 0.8% | 37.19 | 25.8% | 0.4% |
| Date | IV |
|---|---|
| 26.09% | |
| 26.08% |