Share price$29.26
1D+0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T11:16:53.223Z
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 · 2026-10-21T20:00:00.44295647Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T11:12:43.675976+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.86 | 74.3% | 24.7% | 25.62 | 63.6% | 14.6% |
| 25Δ | 32.99 | 54.5% | 14.9% | 26.86 | 52.0% | 10.6% |
| 30Δ | 31.79 | 46.9% | 11.0% | 27.66 | 44.7% | 8.0% |
| 35Δ | 30.94 | 41.2% | 8.3% | 28.26 | 39.3% | 6.2% |
| 40Δ | 30.36 | 36.8% | 6.6% | 28.73 | 35.0% | 4.8% |
| 45Δ | 29.87 | 33.2% | 5.1% | 29.12 | 31.5% | 3.7% |
| 50Δ | 29.53 | 31.0% | 4.2% | 29.39 | 29.1% | 3.0% |
| 55Δ | 29.19 | 28.8% | 3.4% | 29.66 | 26.7% | 2.3% |
| 60Δ | 28.86 | 27.7% | 2.7% | 29.93 | 24.3% | 1.6% |
| 65Δ | 28.53 | 28.2% | 2.3% | 30.25 | 24.1% | 1.2% |
| 70Δ | 28.21 | 28.6% | 1.9% | 30.57 | 24.7% | 1.0% |
| 75Δ | 27.83 | 29.3% | 1.6% | 30.90 | 25.4% | 0.7% |
| 80Δ | 27.35 | 30.6% | 1.3% | 31.55 | 27.4% | 0.5% |
No recorded observations