Share price$26.86
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:31:23.515Z
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 · 2026-10-22T14:08:36.246681915Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 26.11 | 32.0% | 5.0% | |||
| 40Δ | 26.41 | 29.8% | 4.1% | |||
| 45Δ | 26.71 | 27.6% | 3.3% | |||
| 50Δ | 27.01 | 25.5% | 2.4% | |||
| 55Δ | 26.78 | 21.5% | 2.5% | 27.28 | 25.8% | 2.1% |
| 60Δ | 26.56 | 21.6% | 2.2% | 27.55 | 26.1% | 1.7% |
| 65Δ | 26.34 | 21.7% | 1.9% | 27.82 | 26.3% | 1.4% |
| 70Δ | 26.12 | 21.9% | 1.5% | 28.14 | 27.0% | 1.1% |
| 75Δ | 25.88 | 21.7% | 1.3% | 28.58 | 28.5% | 0.8% |
| 80Δ | 25.60 | 21.2% | 1.0% | 29.07 | 30.4% | 0.6% |
No recorded observations