Share price$36.20
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:47:11.461Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T15:03:48.082652281Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.73 | 121.3% | 32.1% | |||
| 25Δ | 29.43 | 92.2% | 23.8% | |||
| 30Δ | 32.13 | 63.2% | 15.4% | |||
| 35Δ | 34.84 | 34.1% | 7.1% | |||
| 40Δ | 35.62 | 32.7% | 5.9% | |||
| 45Δ | 39.45 | 61.3% | 15.5% | 36.29 | 33.1% | 5.2% |
| 50Δ | 38.73 | 53.8% | 13.3% | 36.95 | 33.4% | 4.6% |
| 55Δ | 38.01 | 46.4% | 11.0% | 37.61 | 33.8% | 3.9% |
| 60Δ | 37.29 | 38.9% | 8.7% | 38.27 | 34.2% | 3.2% |
| 65Δ | 36.57 | 31.4% | 6.4% | 38.94 | 34.5% | 2.5% |
| 70Δ | 35.85 | 23.9% | 4.1% | 39.60 | 34.9% | 1.9% |
| 75Δ | 35.13 | 16.4% | 1.9% | 41.21 | 39.8% | 1.4% |
| 80Δ | 33.82 | 19.5% | 1.2% | 44.26 | 51.6% | 1.3% |
No recorded observations