Share price$35.63
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:30.425Z
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 · 2026-10-22T20:34:57.51075712Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.13 | 181.5% | 33.5% | |||
| 25Δ | 29.68 | 135.1% | 23.6% | |||
| 30Δ | 50.04 | 159.3% | 47.3% | 31.39 | 116.0% | 19.0% |
| 35Δ | 44.41 | 128.2% | 31.5% | 32.91 | 99.7% | 14.9% |
| 40Δ | 42.42 | 111.7% | 25.9% | 34.43 | 83.3% | 10.9% |
| 45Δ | 40.43 | 95.2% | 20.3% | 35.54 | 75.6% | 8.6% |
| 50Δ | 38.45 | 78.7% | 14.6% | 36.40 | 73.1% | 7.5% |
| 55Δ | 36.46 | 62.2% | 9.0% | 37.27 | 70.6% | 6.3% |
| 60Δ | 34.82 | 49.6% | 4.7% | 38.13 | 68.1% | 5.1% |
| 65Δ | 34.14 | 47.8% | 4.1% | 38.99 | 65.6% | 4.0% |
| 70Δ | 33.46 | 46.1% | 3.5% | 39.85 | 63.1% | 2.8% |
| 75Δ | 32.79 | 44.3% | 2.8% | 43.13 | 81.3% | 2.6% |
| 80Δ | 32.11 | 42.5% | 2.2% | 48.51 | 107.8% | 2.5% |
| Date | IV |
|---|---|
| 41.69% | |
| 48.35% |