Share price$26.62
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:24:37.448Z
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 · 2026-10-22T20:10:00.003178794Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.38 | 72.2% | 23.7% | 23.44 | 60.9% | 14.0% |
| 25Δ | 30.05 | 54.0% | 14.9% | 24.63 | 46.6% | 9.5% |
| 30Δ | 28.66 | 42.0% | 9.8% | 25.33 | 38.7% | 7.0% |
| 35Δ | 27.87 | 33.5% | 6.8% | 25.85 | 33.3% | 5.2% |
| 40Δ | 27.27 | 22.7% | 4.1% | 26.20 | 30.6% | 4.2% |
| 45Δ | 26.87 | 20.0% | 2.9% | 26.47 | 28.9% | 3.4% |
| 50Δ | 26.62 | 24.0% | 2.9% | 26.74 | 27.1% | 2.7% |
| 55Δ | 26.38 | 28.0% | 2.9% | 27.01 | 25.4% | 2.0% |
| 60Δ | 26.13 | 32.0% | 2.9% | 27.17 | 23.8% | 1.7% |
| 65Δ | 25.90 | 33.1% | 2.7% | 27.33 | 22.2% | 1.4% |
| 70Δ | 25.68 | 30.5% | 2.2% | 27.49 | 20.5% | 1.0% |
| 75Δ | 25.47 | 28.0% | 1.8% | 27.65 | 18.9% | 0.7% |
| 80Δ | 25.25 | 25.5% | 1.3% | 27.81 | 17.3% | 0.4% |
| Date | IV |
|---|---|
| 22.62% | |
| 20.70% |