Share price$30.82
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:18:50.591Z
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 · 2026-10-22T16:17:27.690212207Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.03 | 79.9% | 28.8% | |||
| 25Δ | 37.44 | 72.4% | 24.0% | |||
| 30Δ | 35.85 | 64.8% | 19.2% | |||
| 35Δ | 34.27 | 57.2% | 14.4% | |||
| 40Δ | 32.68 | 49.6% | 9.6% | |||
| 45Δ | 31.71 | 46.6% | 7.0% | |||
| 50Δ | 31.19 | 47.1% | 6.1% | |||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | 34.07 | 46.5% | 1.5% | |||
| 80Δ | 34.95 | 47.8% | 1.1% | |||
No recorded observations