Share price$33.75
1D-3.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:47:19.778Z
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 · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.80 | 70.6% | 22.9% | |||
| 25Δ | 37.36 | 48.0% | 12.5% | |||
| 30Δ | 37.03 | 52.6% | 12.3% | |||
| 35Δ | 35.90 | 46.9% | 9.2% | 32.16 | 62.0% | 9.2% |
| 40Δ | 35.14 | 42.5% | 7.2% | 32.88 | 64.2% | 8.2% |
| 45Δ | 34.57 | 39.9% | 5.9% | 33.66 | 66.6% | 7.3% |
| 50Δ | 34.04 | 37.6% | 4.8% | 34.49 | 69.0% | 6.5% |
| 55Δ | 33.60 | 37.2% | 4.1% | 35.43 | 72.0% | 5.7% |
| 60Δ | 33.16 | 37.0% | 3.4% | 37.25 | 80.4% | 5.1% |
| 65Δ | 32.76 | 35.7% | 2.8% | 40.08 | 94.2% | 4.7% |
| 70Δ | 32.39 | 33.7% | 2.2% | 42.90 | 108.1% | 4.2% |
| 75Δ | 32.02 | 31.8% | 1.7% | 45.73 | 121.9% | 3.8% |
| 80Δ | ||||||
No recorded observations