Share price$31.55
1D+0.1%
Sold putSold call
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 2026-10-23T17:34:12.403Z
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 · 2026-10-23T17:14:51.275274127Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.34 | 92.6% | 19.7% | |||
| 25Δ | 38.50 | 88.4% | 25.3% | 28.21 | 71.8% | 13.8% |
| 30Δ | 35.58 | 67.8% | 16.1% | 29.36 | 60.7% | 10.4% |
| 35Δ | 33.99 | 55.4% | 11.1% | 30.21 | 53.0% | 8.0% |
| 40Δ | 33.09 | 49.4% | 8.5% | 30.86 | 47.6% | 6.2% |
| 45Δ | 32.45 | 45.3% | 6.8% | 31.37 | 43.8% | 5.0% |
| 50Δ | 31.89 | 41.6% | 5.4% | 31.83 | 40.3% | 3.9% |
| 55Δ | 31.46 | 38.3% | 4.3% | |||
| 60Δ | 31.04 | 34.9% | 3.3% | |||
| 65Δ | 30.76 | 32.2% | 2.7% | |||
| 70Δ | 30.50 | 29.5% | 2.2% | |||
| 75Δ | 30.24 | 26.8% | 1.6% | |||
| 80Δ | ||||||
No recorded observations