Share price$33.58
1D+3.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:24:57.722Z
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 · 2026-10-22T19:23:53.186348175Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.95 | 51.5% | 17.5% | 27.81 | 56.6% | 19.3% |
| 25Δ | 37.90 | 48.5% | 14.7% | 28.68 | 54.6% | 17.3% |
| 30Δ | 36.86 | 45.5% | 12.0% | 29.55 | 52.5% | 15.2% |
| 35Δ | 35.81 | 42.4% | 9.3% | 30.43 | 50.5% | 13.2% |
| 40Δ | 34.81 | 40.5% | 7.0% | 31.30 | 48.5% | 11.2% |
| 45Δ | 33.93 | 42.5% | 6.4% | 32.17 | 46.4% | 9.1% |
| 50Δ | 33.06 | 44.4% | 5.8% | 33.04 | 44.4% | 7.1% |
| 55Δ | 32.19 | 46.3% | 5.3% | 33.91 | 42.3% | 5.1% |
| 60Δ | 31.32 | 48.2% | 4.7% | 34.79 | 40.3% | 3.0% |
| 65Δ | 30.45 | 50.1% | 4.1% | 36.67 | 48.6% | 2.4% |
| 70Δ | 29.58 | 52.1% | 3.5% | 38.90 | 60.2% | 2.2% |
| 75Δ | 28.71 | 54.0% | 3.0% | 41.12 | 71.9% | 2.0% |
| 80Δ | 27.84 | 55.9% | 2.4% | 43.34 | 83.5% | 1.7% |
| Date | IV |
|---|---|
| 38.49% |