Share price$27.31
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:34:16.276Z
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 · 2026-10-22T20:10:00.002568527Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.83 | 88.0% | 30.0% | 23.58 | 71.6% | 16.1% |
| 25Δ | 31.51 | 64.4% | 17.9% | 24.93 | 56.2% | 11.2% |
| 30Δ | 29.92 | 51.9% | 12.1% | 25.76 | 47.3% | 8.4% |
| 35Δ | 28.99 | 44.4% | 8.9% | 26.33 | 41.8% | 6.5% |
| 40Δ | 28.42 | 39.6% | 7.0% | 26.80 | 37.6% | 5.1% |
| 45Δ | 27.91 | 35.5% | 5.4% | 27.14 | 33.9% | 4.0% |
| 50Δ | 27.58 | 32.9% | 4.5% | 27.40 | 30.7% | 3.2% |
| 55Δ | 27.26 | 30.3% | 3.5% | 27.65 | 27.4% | 2.4% |
| 60Δ | 26.94 | 28.0% | 2.7% | 27.91 | 24.2% | 1.6% |
| 65Δ | 26.68 | 27.3% | 2.3% | 28.17 | 22.9% | 1.1% |
| 70Δ | 26.41 | 26.6% | 1.9% | 28.42 | 22.6% | 0.9% |
| 75Δ | 26.14 | 25.9% | 1.5% | 28.68 | 22.4% | 0.6% |
| 80Δ | 25.79 | 25.9% | 1.1% | 28.94 | 22.2% | 0.4% |
No recorded observations