Share price$34.07
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:47:19.018Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-23T16:47:00.254100988Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.33 | 45.7% | 20.6% | |||
| 25Δ | 30.40 | 37.2% | 14.7% | |||
| 30Δ | 39.18 | 30.7% | 18.4% | 31.76 | 32.9% | 11.2% |
| 35Δ | 37.41 | 25.3% | 13.3% | 32.71 | 32.1% | 9.5% |
| 40Δ | 36.29 | 21.7% | 10.2% | 33.59 | 32.0% | 8.2% |
| 45Δ | 35.53 | 19.3% | 8.1% | 34.47 | 31.9% | 6.9% |
| 50Δ | 34.92 | 17.4% | 6.6% | 35.35 | 31.7% | 5.6% |
| 55Δ | 34.52 | 16.2% | 5.8% | |||
| 60Δ | 34.13 | 15.1% | 4.9% | |||
| 65Δ | 33.73 | 14.0% | 4.1% | |||
| 70Δ | 33.33 | 12.9% | 3.2% | |||
| 75Δ | 32.93 | 11.7% | 2.4% | |||
| 80Δ | 32.53 | 10.6% | 1.5% | |||
| Date | IV |
|---|---|
| 23.52% |