Share price$39.47
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T07:52:25.077Z
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 · 2026-10-21T23:00:00.002707242Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.65 | 112.6% | 41.6% | 31.42 | 118.1% | 24.7% |
| 25Δ | 50.24 | 102.7% | 31.0% | 33.54 | 109.1% | 20.3% |
| 30Δ | 47.76 | 97.7% | 25.6% | 35.42 | 101.2% | 16.6% |
| 35Δ | 45.39 | 92.9% | 20.4% | 36.76 | 95.7% | 14.2% |
| 40Δ | 43.77 | 89.3% | 17.2% | 38.10 | 90.2% | 11.9% |
| 45Δ | 42.29 | 86.0% | 14.3% | 39.43 | 84.7% | 9.5% |
| 50Δ | 40.81 | 82.7% | 11.5% | 40.66 | 81.5% | 7.8% |
| 55Δ | 39.48 | 80.9% | 9.4% | 41.81 | 80.0% | 6.7% |
| 60Δ | 38.32 | 80.9% | 8.0% | 42.96 | 78.4% | 5.5% |
| 65Δ | 37.16 | 81.0% | 6.7% | 44.10 | 76.9% | 4.4% |
| 70Δ | 36.01 | 81.0% | 5.4% | 45.66 | 78.1% | 3.4% |
| 75Δ | 34.79 | 81.2% | 4.1% | 48.68 | 89.4% | 2.9% |
| 80Δ | 33.20 | 82.2% | 3.3% | 51.02 | 91.4% | 2.2% |
No recorded observations