Share price$37.75
1D-1.0%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:33.705Z
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 · 2026-10-21T17:39:31.281087784Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 37.57 | 36.2% | 4.1% | |||
| 60Δ | 37.07 | 36.9% | 3.5% | |||
| 65Δ | 36.49 | 38.5% | 3.1% | 39.21 | 28.2% | 1.5% |
| 70Δ | 35.89 | 39.9% | 2.6% | 39.68 | 28.4% | 1.2% |
| 75Δ | 35.26 | 40.1% | 2.1% | |||
| 80Δ | 34.34 | 42.6% | 1.7% | |||
| Date | IV |
|---|---|
| 33.11% | |
| 33.52% |