Share price$33.75
1D-3.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:49:57.662Z
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 · 2026-10-23T00:00:03.142100349Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:49:57.256804+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.80 | 70.6% | 22.9% | |||
| 25Δ | 37.34 | 47.0% | 12.5% | |||
| 30Δ | 37.03 | 51.7% | 12.3% | |||
| 35Δ | 35.91 | 46.1% | 9.2% | 32.16 | 61.0% | 9.2% |
| 40Δ | 35.14 | 41.8% | 7.2% | 32.88 | 63.2% | 8.2% |
| 45Δ | 34.57 | 39.1% | 5.9% | 33.66 | 65.5% | 7.3% |
| 50Δ | 34.04 | 36.9% | 4.8% | 34.49 | 67.9% | 6.5% |
| 55Δ | 33.60 | 36.5% | 4.1% | 35.43 | 70.9% | 5.7% |
| 60Δ | 33.16 | 36.3% | 3.4% | 37.28 | 79.2% | 5.1% |
| 65Δ | 32.77 | 35.0% | 2.8% | 40.10 | 92.8% | 4.7% |
| 70Δ | 32.40 | 33.1% | 2.3% | 42.93 | 106.4% | 4.2% |
| 75Δ | 32.03 | 31.2% | 1.7% | 45.75 | 120.0% | 3.8% |
| 80Δ | ||||||
No recorded observations