Share price$39.65
1D-0.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T06:27:05.434Z
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 · 2026-10-21T20:00:01.99154099Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.88 | 76.9% | 25.5% | 30.11 | 159.0% | 30.4% |
| 25Δ | 46.04 | 67.4% | 18.7% | 34.39 | 96.3% | 18.0% |
| 30Δ | 51.91 | 119.6% | 36.1% | 36.28 | 78.3% | 13.3% |
| 35Δ | 44.28 | 77.0% | 16.2% | 37.50 | 74.6% | 11.0% |
| 40Δ | 43.04 | 77.3% | 14.1% | 38.55 | 74.8% | 9.6% |
| 45Δ | 41.80 | 75.9% | 11.9% | 39.60 | 74.1% | 8.2% |
| 50Δ | 40.76 | 78.9% | 10.6% | 40.63 | 73.3% | 7.0% |
| 55Δ | 39.67 | 79.5% | 9.1% | 41.79 | 75.4% | 6.1% |
| 60Δ | 38.50 | 81.4% | 7.8% | 42.85 | 73.9% | 5.0% |
| 65Δ | 37.31 | 85.8% | 6.9% | 44.14 | 75.2% | 4.1% |
| 70Δ | 36.16 | 83.1% | 5.4% | 45.11 | 71.4% | 3.1% |
| 75Δ | 34.58 | 90.5% | 4.6% | 47.04 | 76.1% | 2.5% |
| 80Δ | 33.11 | 91.2% | 3.5% | 48.68 | 75.6% | 1.8% |
No recorded observations