Share price$28.98
1D+0.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T08:16:20.722Z
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 · 2026-10-23T20:00:00.750854413Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T08:16:20.625070+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.61 | 77.6% | 25.0% | 25.37 | 65.7% | 14.6% |
| 25Δ | 32.77 | 57.5% | 15.3% | 26.59 | 53.5% | 10.6% |
| 30Δ | 31.47 | 48.0% | 10.9% | 27.39 | 46.1% | 8.0% |
| 35Δ | 30.66 | 42.4% | 8.4% | 28.03 | 40.4% | 6.1% |
| 40Δ | 30.04 | 38.4% | 6.5% | 28.43 | 37.2% | 5.0% |
| 45Δ | 29.63 | 35.8% | 5.4% | 28.84 | 34.1% | 3.8% |
| 50Δ | 29.24 | 33.3% | 4.3% | 29.14 | 31.4% | 3.0% |
| 55Δ | 28.88 | 31.6% | 3.5% | 29.38 | 29.2% | 2.5% |
| 60Δ | 28.57 | 31.0% | 2.9% | 29.62 | 26.9% | 1.9% |
| 65Δ | 28.26 | 30.4% | 2.4% | 29.86 | 24.6% | 1.3% |
| 70Δ | 27.93 | 30.1% | 1.9% | 30.14 | 23.4% | 0.9% |
| 75Δ | 27.50 | 31.4% | 1.6% | 30.48 | 23.8% | 0.6% |
| 80Δ | 27.06 | 32.8% | 1.3% | 30.82 | 24.1% | 0.4% |
| Date | IV |
|---|---|
| 27.43% | |
| 39.66% | |
| 28.41% |