Share price$35.46
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T12:32:35.172Z
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 · 2026-10-21T23:00:00.00353178Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.23 | 74.1% | 26.7% | 26.71 | 152.4% | 30.4% |
| 25Δ | 41.36 | 70.9% | 19.6% | 29.56 | 131.9% | 23.4% |
| 30Δ | 43.90 | 111.0% | 29.1% | 31.24 | 114.5% | 18.9% |
| 35Δ | 43.86 | 120.6% | 30.2% | 32.71 | 97.8% | 14.8% |
| 40Δ | 41.86 | 107.1% | 24.8% | 34.17 | 81.0% | 10.8% |
| 45Δ | 39.86 | 93.6% | 19.4% | 35.27 | 69.9% | 8.1% |
| 50Δ | 37.86 | 80.1% | 14.0% | 35.88 | 66.0% | 7.1% |
| 55Δ | 35.86 | 66.6% | 8.6% | 36.50 | 62.2% | 6.1% |
| 60Δ | 34.46 | 61.7% | 5.9% | 37.11 | 58.4% | 5.2% |
| 65Δ | 33.52 | 63.1% | 5.1% | 37.72 | 54.5% | 4.2% |
| 70Δ | 32.58 | 64.5% | 4.3% | 38.34 | 50.7% | 3.2% |
| 75Δ | 31.63 | 65.9% | 3.5% | 38.95 | 46.9% | 2.2% |
| 80Δ | 30.69 | 67.3% | 2.7% | 39.57 | 43.0% | 1.3% |
No recorded observations