Share price$26.63
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:57:46.806Z
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 · 2026-10-22T20:00:00.873186812Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:50:34.144153+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.64 | 94.4% | 32.7% | 22.85 | 75.5% | 16.8% |
| 25Δ | 31.03 | 68.8% | 19.2% | 24.22 | 58.4% | 11.7% |
| 30Δ | 29.25 | 53.2% | 12.5% | 25.11 | 47.9% | 8.5% |
| 35Δ | 28.22 | 42.6% | 8.6% | 25.69 | 41.0% | 6.4% |
| 40Δ | 27.65 | 37.3% | 6.6% | 26.15 | 35.9% | 4.8% |
| 45Δ | 27.20 | 33.5% | 5.1% | 26.46 | 32.9% | 3.9% |
| 50Δ | 26.86 | 30.7% | 4.1% | 26.77 | 29.9% | 3.0% |
| 55Δ | 26.61 | 28.7% | 3.5% | 27.05 | 27.2% | 2.2% |
| 60Δ | 26.36 | 26.7% | 2.8% | 27.24 | 25.6% | 1.8% |
| 65Δ | 26.10 | 24.8% | 2.1% | 27.43 | 23.9% | 1.4% |
| 70Δ | 25.88 | 23.0% | 1.7% | 27.62 | 22.3% | 1.0% |
| 75Δ | 25.68 | 21.5% | 1.3% | 27.81 | 20.7% | 0.6% |
| 80Δ | 25.48 | 20.0% | 1.0% | 28.00 | 19.0% | 0.2% |
| Date | IV |
|---|---|
| 121.77% | |
| 39.73% |