Share price$26.32
1D+0.7%
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Market dataready · fetched 2026-10-21T17:00:17.855Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:10.336771201Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:16.699863+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.92 | 89.9% | 6.8% | 24.92 | 92.1% | 6.1% |
| 25Δ | 27.61 | 89.5% | 5.9% | 25.21 | 91.3% | 5.3% |
| 30Δ | 27.34 | 89.6% | 5.1% | 25.49 | 90.1% | 4.5% |
| 35Δ | 27.08 | 89.9% | 4.4% | 25.72 | 90.6% | 3.9% |
| 40Δ | 26.85 | 90.1% | 3.9% | 25.95 | 91.1% | 3.4% |
| 45Δ | 26.62 | 90.2% | 3.3% | 26.17 | 89.3% | 2.9% |
| 50Δ | 26.39 | 90.2% | 2.9% | 26.38 | 86.6% | 2.4% |
| 55Δ | 26.17 | 90.0% | 2.4% | 26.61 | 85.8% | 2.0% |
| 60Δ | 25.95 | 89.8% | 2.0% | 26.83 | 87.1% | 1.7% |
| 65Δ | 25.73 | 89.1% | 1.7% | 27.07 | 88.5% | 1.4% |
| 70Δ | 25.50 | 88.5% | 1.4% | 27.35 | 90.2% | 1.2% |
| 75Δ | 25.06 | 105.4% | 1.3% | 27.93 | 110.4% | 1.1% |
| 80Δ | 24.78 | 101.9% | 1.0% | 28.54 | 122.2% | 0.9% |
| Date | IV |
|---|---|
| 83.99% | |
| 82.87% |