Share price$30.83
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:58:59.022Z
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 · 2026-10-22T00:00:00.121307526Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.39 | 79.4% | 26.8% | 26.92 | 65.4% | 15.0% |
| 25Δ | 35.06 | 58.1% | 16.0% | 28.26 | 52.7% | 10.7% |
| 30Δ | 33.50 | 46.8% | 11.0% | 29.17 | 44.4% | 7.9% |
| 35Δ | 32.60 | 40.5% | 8.3% | 29.82 | 38.4% | 6.0% |
| 40Δ | 31.92 | 35.7% | 6.3% | 30.28 | 34.4% | 4.7% |
| 45Δ | 31.49 | 33.3% | 5.1% | 30.67 | 31.2% | 3.7% |
| 50Δ | 31.05 | 30.9% | 4.0% | 31.03 | 28.2% | 2.7% |
| 55Δ | 30.74 | 29.4% | 3.4% | 31.27 | 26.5% | 2.2% |
| 60Δ | 30.44 | 28.0% | 2.8% | 31.50 | 24.8% | 1.8% |
| 65Δ | 30.14 | 26.7% | 2.2% | 31.74 | 23.1% | 1.3% |
| 70Δ | 29.80 | 26.4% | 1.8% | 31.97 | 21.4% | 0.8% |
| 75Δ | 29.41 | 27.3% | 1.5% | 32.24 | 20.5% | 0.6% |
| 80Δ | 29.02 | 28.1% | 1.2% | 32.51 | 19.7% | 0.3% |
No recorded observations