Share price$41.33
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:31:39.285Z
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 · 2026-10-22T20:00:02.864645045Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.11 | 54.4% | 18.1% | 35.68 | 69.6% | 16.1% |
| 25Δ | 46.91 | 55.0% | 15.8% | 36.84 | 68.1% | 14.1% |
| 30Δ | 45.71 | 55.6% | 13.4% | 38.00 | 66.6% | 12.1% |
| 35Δ | 44.65 | 55.7% | 11.5% | 39.16 | 65.1% | 10.1% |
| 40Δ | 43.80 | 55.2% | 10.2% | 40.26 | 64.0% | 8.4% |
| 45Δ | 42.95 | 54.6% | 9.0% | 41.23 | 63.9% | 7.4% |
| 50Δ | 42.10 | 54.1% | 7.7% | 42.20 | 63.8% | 6.4% |
| 55Δ | 41.25 | 53.5% | 6.4% | 43.18 | 63.6% | 5.4% |
| 60Δ | 40.40 | 53.0% | 5.1% | 44.15 | 63.5% | 4.4% |
| 65Δ | 39.61 | 51.3% | 4.2% | 45.16 | 63.4% | 3.5% |
| 70Δ | 38.88 | 48.6% | 3.6% | 46.52 | 63.6% | 2.8% |
| 75Δ | 38.14 | 45.9% | 3.0% | 47.88 | 63.8% | 2.2% |
| 80Δ | 37.40 | 43.3% | 2.4% | 49.24 | 64.0% | 1.5% |
No recorded observations