Share price$36.19
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T11:49:20.525Z
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 · 2026-10-22T00:00:00.084515301Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.42 | 65.5% | 21.8% | 32.24 | 54.8% | 12.8% |
| 25Δ | 40.11 | 47.1% | 12.7% | 33.69 | 42.8% | 8.8% |
| 30Δ | 38.66 | 37.6% | 8.7% | 34.58 | 35.7% | 6.5% |
| 35Δ | 37.83 | 32.6% | 6.6% | 35.21 | 31.0% | 4.9% |
| 40Δ | 37.26 | 29.5% | 5.2% | 35.66 | 28.0% | 3.8% |
| 45Δ | 36.82 | 26.9% | 4.2% | 36.07 | 25.4% | 2.9% |
| 50Δ | 36.47 | 24.9% | 3.5% | 36.35 | 23.7% | 2.3% |
| 55Δ | 36.13 | 23.0% | 2.7% | 36.62 | 22.1% | 1.8% |
| 60Δ | 35.84 | 21.6% | 2.2% | 36.90 | 20.4% | 1.3% |
| 65Δ | 35.60 | 20.6% | 1.9% | 37.14 | 19.2% | 0.9% |
| 70Δ | 35.35 | 19.5% | 1.5% | 37.37 | 18.4% | 0.7% |
| 75Δ | 35.10 | 18.5% | 1.1% | 37.59 | 17.5% | 0.5% |
| 80Δ | 34.65 | 19.7% | 0.9% | 37.82 | 16.6% | 0.2% |
No recorded observations