Share price$35.68
1D-4.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:32:19.955Z
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 · 2026-10-22T20:00:00.827779297Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.48 | 101.3% | 35.8% | 30.09 | 85.9% | 18.7% |
| 25Δ | 42.98 | 82.3% | 23.5% | 31.83 | 73.1% | 14.2% |
| 30Δ | 40.64 | 71.9% | 17.4% | 33.08 | 64.8% | 11.1% |
| 35Δ | 39.00 | 64.1% | 13.2% | 34.06 | 58.4% | 8.8% |
| 40Δ | 37.91 | 60.0% | 10.6% | 34.85 | 53.6% | 7.0% |
| 45Δ | 36.92 | 53.7% | 8.1% | 35.51 | 51.4% | 5.8% |
| 50Δ | 36.18 | 50.6% | 6.6% | 36.14 | 49.9% | 4.9% |
| 55Δ | 35.48 | 57.2% | 6.3% | 36.75 | 48.7% | 4.0% |
| 60Δ | 34.79 | 62.1% | 5.9% | 37.39 | 48.1% | 3.3% |
| 65Δ | 34.12 | 55.9% | 4.4% | 38.05 | 48.0% | 2.6% |
| 70Δ | 33.34 | 56.0% | 3.6% | 38.78 | 48.0% | 2.1% |
| 75Δ | 32.49 | 57.6% | 2.9% | 39.61 | 48.3% | 1.6% |
| 80Δ | 31.57 | 58.4% | 2.3% | 40.40 | 47.2% | 1.1% |
| Date | IV |
|---|---|
| 69.88% | |
| 85.26% |