Share price$36.19
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T14:20:27.398Z
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 | 43.41 | 65.7% | 21.8% | 32.24 | 54.9% | 12.8% |
| 25Δ | 40.11 | 47.2% | 12.7% | 33.69 | 42.9% | 8.8% |
| 30Δ | 38.69 | 38.1% | 8.8% | 34.58 | 35.8% | 6.5% |
| 35Δ | 37.86 | 33.4% | 6.7% | 35.21 | 31.1% | 4.9% |
| 40Δ | 37.25 | 29.2% | 5.2% | 35.66 | 28.1% | 3.8% |
| 45Δ | 36.80 | 26.4% | 4.1% | 36.07 | 25.4% | 2.9% |
| 50Δ | 36.46 | 24.7% | 3.4% | 36.33 | 23.5% | 2.3% |
| 55Δ | 36.12 | 22.9% | 2.7% | 36.59 | 21.5% | 1.8% |
| 60Δ | 35.84 | 21.7% | 2.2% | 36.85 | 19.6% | 1.2% |
| 65Δ | 35.58 | 20.8% | 1.9% | 37.23 | 19.0% | 0.9% |
| 70Δ | 35.32 | 20.0% | 1.5% | 37.74 | 19.9% | 0.7% |
| 75Δ | 35.06 | 19.1% | 1.2% | 38.26 | 20.9% | 0.5% |
| 80Δ | 34.59 | 20.5% | 1.0% | 38.78 | 21.9% | 0.3% |
No recorded observations