Share price$32.35
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:55:38.625Z
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 · 2026-10-22T16:51:02.813031781Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.26 | 52.5% | 16.7% | 28.77 | 55.9% | 13.0% |
| 25Δ | 35.90 | 47.7% | 12.9% | 29.98 | 46.3% | 9.4% |
| 30Δ | 34.90 | 41.7% | 10.0% | 30.74 | 40.8% | 7.3% |
| 35Δ | 33.95 | 36.1% | 7.2% | 31.33 | 36.2% | 5.7% |
| 40Δ | 33.46 | 33.9% | 6.0% | 31.83 | 32.2% | 4.3% |
| 45Δ | 32.97 | 31.8% | 4.8% | 32.20 | 29.7% | 3.4% |
| 50Δ | 32.62 | 30.1% | 4.0% | 32.51 | 28.0% | 2.8% |
| 55Δ | 32.26 | 28.5% | 3.3% | 32.82 | 26.3% | 2.2% |
| 60Δ | 31.91 | 27.4% | 2.6% | 33.09 | 24.6% | 1.6% |
| 65Δ | 31.54 | 28.3% | 2.3% | 33.31 | 23.2% | 1.3% |
| 70Δ | 31.17 | 29.1% | 1.9% | 33.54 | 21.7% | 0.9% |
| 75Δ | 30.74 | 29.9% | 1.6% | 33.76 | 20.3% | 0.6% |
| 80Δ | 30.24 | 30.9% | 1.3% | 33.98 | 18.8% | 0.3% |
| Date | IV |
|---|---|
| 73.43% | |
| 110.84% |