Share price$26.21
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:47:08.911Z
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 · 2026-10-23T15:43:37.687310989Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 23.60 | 63.5% | 12.7% | |||
| 30Δ | 24.51 | 53.2% | 9.4% | |||
| 35Δ | 25.21 | 45.4% | 6.9% | |||
| 40Δ | 25.67 | 40.4% | 5.4% | |||
| 45Δ | 26.80 | 35.3% | 5.4% | 26.07 | 36.1% | 4.1% |
| 50Δ | 26.47 | 32.4% | 4.4% | 26.34 | 33.3% | 3.4% |
| 55Δ | 26.15 | 29.6% | 3.4% | 26.60 | 30.6% | 2.6% |
| 60Δ | 25.90 | 27.4% | 2.7% | 26.86 | 27.8% | 1.9% |
| 65Δ | 25.71 | 25.6% | 2.3% | 27.36 | 28.3% | 1.4% |
| 70Δ | 25.52 | 23.8% | 1.9% | 28.16 | 32.6% | 1.1% |
| 75Δ | 25.33 | 22.0% | 1.5% | 28.95 | 37.0% | 0.9% |
| 80Δ | 25.14 | 20.2% | 1.1% | 29.75 | 41.4% | 0.7% |
| Date | IV |
|---|---|
| 37.18% | |
| 34.78% |