Share price$28.39
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:20:36.477Z
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 · 2026-10-22T00:00:00.059764969Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.40 | 52.1% | 12.3% | |||
| 25Δ | 26.46 | 41.5% | 8.6% | |||
| 30Δ | 30.15 | 34.4% | 8.0% | 27.14 | 35.2% | 6.4% |
| 35Δ | 29.60 | 29.7% | 6.1% | 27.58 | 31.1% | 5.0% |
| 40Δ | 29.13 | 25.9% | 4.6% | 28.01 | 27.2% | 3.6% |
| 45Δ | 28.84 | 23.7% | 3.8% | 28.24 | 25.5% | 3.0% |
| 50Δ | 28.62 | 22.2% | 3.2% | 28.47 | 23.7% | 2.4% |
| 55Δ | 28.40 | 20.7% | 2.7% | 28.70 | 21.9% | 1.8% |
| 60Δ | 28.18 | 19.2% | 2.1% | 28.93 | 20.2% | 1.3% |
| 65Δ | 27.97 | 17.9% | 1.6% | 29.19 | 19.9% | 0.9% |
| 70Δ | 27.78 | 17.3% | 1.4% | 29.45 | 20.3% | 0.7% |
| 75Δ | 27.58 | 16.7% | 1.2% | 29.72 | 20.6% | 0.5% |
| 80Δ | 27.39 | 16.1% | 0.9% | 29.98 | 21.0% | 0.3% |
No recorded observations