Share price$26.22
1D+0.8%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:51:54.949Z
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 · 2026-10-22T22:30:00.00306288Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:51:53.679221+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.49 | 75.6% | 16.9% | |||
| 25Δ | 30.47 | 67.4% | 18.8% | 23.79 | 60.3% | 12.0% |
| 30Δ | 28.77 | 52.5% | 12.3% | 24.64 | 50.5% | 8.9% |
| 35Δ | 27.84 | 44.1% | 8.9% | 25.24 | 43.8% | 6.8% |
| 40Δ | 27.24 | 38.6% | 6.8% | 25.70 | 39.0% | 5.3% |
| 45Δ | 26.81 | 35.0% | 5.4% | 26.09 | 35.1% | 4.0% |
| 50Δ | 26.48 | 32.7% | 4.4% | 26.36 | 32.7% | 3.3% |
| 55Δ | 26.16 | 30.5% | 3.5% | 26.64 | 30.4% | 2.6% |
| 60Δ | 25.90 | 28.4% | 2.8% | 26.91 | 28.1% | 1.8% |
| 65Δ | 25.71 | 26.4% | 2.4% | 27.17 | 26.8% | 1.4% |
| 70Δ | 25.52 | 24.4% | 2.0% | 27.43 | 26.0% | 1.1% |
| 75Δ | 25.32 | 22.4% | 1.5% | 27.69 | 25.2% | 0.7% |
| 80Δ | 25.13 | 20.4% | 1.1% | 27.95 | 24.5% | 0.4% |
| Date | IV |
|---|---|
| 37.18% | |
| 34.78% |