Share price$29.78
1D+4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:50:20.544Z
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 · 2026-10-22T20:00:10.069468255Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.08 | 44.8% | 15.8% | 26.24 | 47.5% | 13.4% |
| 25Δ | 33.40 | 42.9% | 13.9% | 26.86 | 44.8% | 11.7% |
| 30Δ | 32.72 | 40.9% | 11.9% | 27.49 | 42.2% | 10.0% |
| 35Δ | 32.04 | 39.0% | 10.0% | 28.11 | 39.6% | 8.2% |
| 40Δ | 31.36 | 37.0% | 8.1% | 28.74 | 36.9% | 6.5% |
| 45Δ | 30.69 | 35.1% | 6.2% | 29.36 | 34.3% | 4.8% |
| 50Δ | 30.01 | 33.2% | 4.3% | 29.99 | 31.7% | 3.1% |
| 55Δ | 29.44 | 34.1% | 3.9% | 30.72 | 34.5% | 2.7% |
| 60Δ | 28.87 | 35.1% | 3.4% | 31.45 | 37.6% | 2.4% |
| 65Δ | 28.30 | 36.1% | 3.0% | 32.18 | 40.6% | 2.1% |
| 70Δ | 27.74 | 37.1% | 2.6% | 32.91 | 43.6% | 1.7% |
| 75Δ | 27.17 | 38.1% | 2.2% | 33.65 | 46.6% | 1.4% |
| 80Δ | 26.60 | 39.1% | 1.8% | 34.38 | 49.6% | 1.1% |
No recorded observations