Share price$29.46
1D-3.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:06:40.417Z
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 | 35.19 | 65.7% | 21.3% | 25.93 | 58.4% | 14.0% |
| 25Δ | 33.88 | 61.9% | 17.4% | 26.82 | 55.1% | 11.4% |
| 30Δ | 32.76 | 59.4% | 14.1% | 27.64 | 52.5% | 9.3% |
| 35Δ | 31.98 | 58.4% | 12.1% | 28.19 | 52.3% | 8.2% |
| 40Δ | 31.29 | 57.8% | 10.5% | 28.75 | 52.0% | 7.2% |
| 45Δ | 30.61 | 57.2% | 8.9% | 29.31 | 51.8% | 6.1% |
| 50Δ | 29.93 | 56.9% | 7.4% | 29.86 | 51.6% | 5.0% |
| 55Δ | 29.29 | 58.5% | 6.6% | 30.73 | 57.6% | 4.6% |
| 60Δ | 28.64 | 60.2% | 5.7% | 31.69 | 65.6% | 4.3% |
| 65Δ | 28.00 | 61.8% | 4.9% | 32.66 | 72.3% | 4.0% |
| 70Δ | 27.29 | 64.0% | 4.1% | 33.63 | 71.9% | 3.2% |
| 75Δ | 26.33 | 67.9% | 3.4% | 34.60 | 71.5% | 2.4% |
| 80Δ | 25.37 | 71.9% | 2.8% | 38.61 | 87.6% | 1.9% |
| Date | IV |
|---|---|
| 50.25% | |
| 51.11% |