Share price$34.83
1D-0.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:45:25.576Z
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 · 2026-10-23T00:00:02.505468626Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.32 | 72.3% | 23.6% | 30.35 | 67.3% | 15.2% |
| 25Δ | 39.91 | 62.1% | 17.0% | 31.67 | 59.1% | 11.7% |
| 30Δ | 38.35 | 54.8% | 12.8% | 32.63 | 54.3% | 9.4% |
| 35Δ | 37.39 | 52.7% | 10.5% | 33.38 | 52.2% | 7.9% |
| 40Δ | 36.63 | 52.2% | 9.0% | 34.04 | 51.5% | 6.7% |
| 45Δ | 35.95 | 52.2% | 7.7% | 34.66 | 50.8% | 5.7% |
| 50Δ | 35.31 | 52.2% | 6.7% | 35.29 | 50.9% | 4.9% |
| 55Δ | 34.66 | 52.6% | 5.7% | 35.94 | 51.8% | 4.2% |
| 60Δ | 34.02 | 53.4% | 4.9% | 36.56 | 50.8% | 3.4% |
| 65Δ | 33.34 | 54.2% | 4.2% | 37.20 | 49.9% | 2.7% |
| 70Δ | 32.61 | 55.2% | 3.5% | 37.90 | 49.5% | 2.1% |
| 75Δ | 31.80 | 56.7% | 2.8% | 38.69 | 49.4% | 1.6% |
| 80Δ | 30.85 | 58.9% | 2.2% | 39.63 | 49.8% | 1.1% |
| Date | IV |
|---|---|
| 76.44% |