Share price$28.24
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T14:51:29.052Z
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 · 2026-10-22T00:00:00.077216944Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.18 | 73.3% | 16.9% | |||
| 25Δ | 32.61 | 63.2% | 17.9% | 24.82 | 68.2% | 15.0% |
| 30Δ | 31.10 | 50.9% | 12.6% | 25.47 | 63.1% | 13.1% |
| 35Δ | 26.11 | 58.1% | 11.2% | |||
| 40Δ | 26.75 | 53.0% | 9.3% | |||
| 45Δ | 27.40 | 47.9% | 7.3% | |||
| 50Δ | 28.04 | 42.8% | 5.4% | |||
| 55Δ | 28.69 | 37.7% | 3.5% | |||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations