Share price$30.32
1D+1.2%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T02:02:48.729Z
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 · 2026-10-23T00:00:00.022569487Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.28 | 108.8% | 39.1% | 24.59 | 109.7% | 23.0% |
| 25Δ | 38.97 | 106.6% | 32.4% | 25.86 | 111.0% | 20.2% |
| 30Δ | 36.86 | 102.0% | 26.3% | 27.06 | 114.1% | 18.1% |
| 35Δ | 35.31 | 100.5% | 22.2% | 28.29 | 113.8% | 15.8% |
| 40Δ | 33.97 | 99.6% | 18.9% | 29.54 | 115.3% | 13.9% |
| 45Δ | 32.67 | 96.5% | 15.7% | 31.04 | 128.7% | 13.2% |
| 50Δ | 31.55 | 95.9% | 13.3% | 32.61 | 132.4% | 11.7% |
| 55Δ | 30.47 | 91.8% | 10.7% | 34.05 | 129.7% | 9.8% |
| 60Δ | 29.45 | 89.5% | 8.7% | 35.83 | 132.2% | 8.3% |
| 65Δ | 28.47 | 91.3% | 7.3% | 38.91 | 147.3% | 7.5% |
| 70Δ | 27.48 | 90.8% | 5.9% | 42.67 | 159.9% | 6.4% |
| 75Δ | 26.54 | 88.0% | 4.5% | |||
| 80Δ | 25.57 | 85.2% | 3.3% | |||
No recorded observations