Share price$32.38
1D-1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:20.726Z
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 · 2026-10-22T22:30:00.003952989Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.38 | 53.6% | 17.0% | 28.79 | 56.2% | 13.0% |
| 25Δ | 35.92 | 47.7% | 12.8% | 30.01 | 46.5% | 9.4% |
| 30Δ | 34.93 | 41.8% | 9.9% | 30.77 | 41.0% | 7.3% |
| 35Δ | 33.97 | 36.0% | 7.2% | 31.35 | 36.5% | 5.7% |
| 40Δ | 33.48 | 33.8% | 6.0% | 31.86 | 32.4% | 4.3% |
| 45Δ | 32.99 | 31.6% | 4.8% | 32.23 | 30.0% | 3.5% |
| 50Δ | 32.65 | 29.9% | 4.0% | 32.54 | 28.3% | 2.8% |
| 55Δ | 32.30 | 28.2% | 3.3% | 32.86 | 26.5% | 2.2% |
| 60Δ | 31.95 | 27.0% | 2.6% | 33.13 | 24.9% | 1.7% |
| 65Δ | 31.56 | 28.4% | 2.3% | 33.36 | 23.5% | 1.3% |
| 70Δ | 31.17 | 29.8% | 2.0% | 33.59 | 22.1% | 1.0% |
| 75Δ | 30.71 | 31.0% | 1.7% | 33.82 | 20.7% | 0.6% |
| 80Δ | 30.20 | 32.0% | 1.3% | 34.27 | 20.7% | 0.3% |
| Date | IV |
|---|---|
| 73.43% | |
| 110.84% |