Share price$31.62
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:51:29.201Z
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 · 2026-10-22T20:00:00.519617282Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.41 | 91.4% | 19.7% | |||
| 25Δ | 38.57 | 87.2% | 25.2% | 28.29 | 70.7% | 13.8% |
| 30Δ | 35.66 | 66.9% | 16.0% | 29.45 | 59.6% | 10.3% |
| 35Δ | 34.12 | 55.7% | 11.3% | 30.27 | 52.7% | 8.0% |
| 40Δ | 33.14 | 47.8% | 8.3% | 30.95 | 47.3% | 6.2% |
| 45Δ | 32.49 | 42.7% | 6.5% | 31.26 | 44.2% | 5.5% |
| 50Δ | 31.93 | 38.3% | 5.0% | 31.54 | 41.3% | 4.9% |
| 55Δ | 31.55 | 35.2% | 4.1% | 31.82 | 38.4% | 4.3% |
| 60Δ | 31.18 | 32.1% | 3.1% | 32.11 | 35.5% | 3.7% |
| 65Δ | 32.39 | 32.6% | 3.1% | |||
| 70Δ | 32.67 | 29.7% | 2.5% | |||
| 75Δ | 32.95 | 26.8% | 1.9% | |||
| 80Δ | 33.24 | 23.9% | 1.4% | |||
No recorded observations