Share price$29.46
1D-3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:43:44.397Z
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 · 2026-10-22T20:25:17.27281335Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.09 | 66.3% | 21.0% | 25.93 | 59.4% | 14.0% |
| 25Δ | 33.88 | 63.0% | 17.4% | 26.82 | 56.0% | 11.4% |
| 30Δ | 32.76 | 60.5% | 14.1% | 27.63 | 53.4% | 9.3% |
| 35Δ | 31.98 | 59.4% | 12.1% | 28.19 | 53.1% | 8.2% |
| 40Δ | 31.29 | 58.8% | 10.5% | 28.75 | 52.9% | 7.2% |
| 45Δ | 30.60 | 58.3% | 8.9% | 29.30 | 52.7% | 6.1% |
| 50Δ | 29.92 | 57.9% | 7.4% | 29.86 | 52.4% | 5.1% |
| 55Δ | 29.28 | 59.6% | 6.6% | 30.72 | 58.4% | 4.6% |
| 60Δ | 28.64 | 61.3% | 5.7% | 31.68 | 66.6% | 4.3% |
| 65Δ | 28.00 | 63.0% | 4.9% | 32.65 | 73.5% | 4.0% |
| 70Δ | 27.29 | 65.2% | 4.1% | 33.62 | 73.1% | 3.2% |
| 75Δ | 26.32 | 69.2% | 3.4% | 34.59 | 72.7% | 2.4% |
| 80Δ | 25.36 | 73.3% | 2.8% | 38.54 | 88.3% | 1.9% |
| Date | IV |
|---|---|
| 50.25% | |
| 51.11% |