Share price$33.34
1D+1.0%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T09:07:19.707Z
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 · 2026-10-22T00:00:00.147810333Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.23 | 31.3% | 9.6% | 30.63 | 39.3% | 9.4% |
| 25Δ | 36.59 | 39.7% | 11.2% | 30.80 | 45.6% | 9.6% |
| 30Δ | 35.10 | 29.2% | 6.8% | 31.76 | 37.9% | 6.9% |
| 35Δ | 34.61 | 27.2% | 5.5% | 32.36 | 33.5% | 5.3% |
| 40Δ | 34.18 | 25.8% | 4.5% | 32.84 | 30.1% | 4.1% |
| 45Δ | 33.83 | 25.0% | 3.8% | 33.23 | 29.2% | 3.3% |
| 50Δ | 33.54 | 24.6% | 3.3% | 33.57 | 29.5% | 2.9% |
| 55Δ | 33.25 | 24.2% | 2.8% | 33.92 | 29.7% | 2.4% |
| 60Δ | 32.95 | 23.9% | 2.3% | 34.26 | 29.1% | 2.0% |
| 65Δ | 32.63 | 24.1% | 2.0% | 34.59 | 28.3% | 1.5% |
| 70Δ | 32.31 | 24.4% | 1.7% | 34.93 | 27.4% | 1.1% |
| 75Δ | 31.98 | 24.7% | 1.4% | 35.41 | 27.9% | 0.8% |
| 80Δ | 31.52 | 25.5% | 1.1% | 35.92 | 28.6% | 0.5% |
No recorded observations