Share price$30.03
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:34:41.621Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T14:12:02.985070078Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.71 | 77.6% | 34.3% | |||
| 25Δ | 22.31 | 72.5% | 29.8% | |||
| 30Δ | 23.90 | 67.4% | 25.3% | |||
| 35Δ | 25.49 | 62.3% | 20.8% | |||
| 40Δ | 27.09 | 57.2% | 16.3% | |||
| 45Δ | 30.39 | 27.9% | 5.9% | 28.68 | 52.1% | 11.8% |
| 50Δ | 29.31 | 31.1% | 5.4% | 30.28 | 47.0% | 7.3% |
| 55Δ | 28.23 | 34.4% | 4.8% | |||
| 60Δ | 27.15 | 37.6% | 4.3% | |||
| 65Δ | 26.07 | 40.9% | 3.8% | |||
| 70Δ | 24.99 | 44.1% | 3.2% | |||
| 75Δ | 23.90 | 47.3% | 2.7% | |||
| 80Δ | 22.82 | 50.6% | 2.1% | |||
No recorded observations