Share price$32.18
1D-0.6%
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 2026-10-22T21:05:59.554Z
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 · 2026-10-22T20:10:00.003064739Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.65 | 58.7% | 18.7% | 28.70 | 54.6% | 12.7% |
| 25Δ | 35.45 | 44.5% | 11.9% | 29.96 | 43.4% | 8.8% |
| 30Δ | 34.35 | 37.4% | 8.6% | 30.69 | 37.4% | 6.7% |
| 35Δ | 33.67 | 33.1% | 6.7% | 31.25 | 32.9% | 5.2% |
| 40Δ | 33.13 | 29.9% | 5.2% | 31.68 | 29.4% | 4.0% |
| 45Δ | 32.76 | 27.9% | 4.3% | 32.06 | 26.3% | 3.0% |
| 50Δ | 32.43 | 26.3% | 3.6% | 32.29 | 24.4% | 2.5% |
| 55Δ | 32.11 | 24.7% | 2.9% | 32.52 | 22.5% | 1.9% |
| 60Δ | 31.79 | 24.6% | 2.4% | 32.76 | 20.6% | 1.4% |
| 65Δ | 31.46 | 25.2% | 2.1% | 32.99 | 18.8% | 0.9% |
| 70Δ | 31.14 | 25.8% | 1.8% | 33.25 | 18.5% | 0.7% |
| 75Δ | 30.75 | 26.5% | 1.5% | 33.52 | 18.4% | 0.5% |
| 80Δ | 30.31 | 27.2% | 1.2% | 33.79 | 18.2% | 0.3% |
No recorded observations