Share price$37.94
1D+0.5%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T12:04:27.546Z
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 · 2026-10-22T00:00:03.077128469Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:04:25.676667+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.25 | 63.5% | 14.6% | |||
| 25Δ | 42.79 | 54.5% | 14.9% | 34.76 | 53.5% | 10.8% |
| 30Δ | 41.26 | 47.5% | 11.1% | 35.81 | 47.0% | 8.3% |
| 35Δ | 40.15 | 41.6% | 8.4% | 36.58 | 42.6% | 6.6% |
| 40Δ | 39.39 | 37.9% | 6.7% | 37.22 | 39.2% | 5.3% |
| 45Δ | 38.78 | 34.7% | 5.3% | 37.75 | 36.2% | 4.2% |
| 50Δ | 38.27 | 31.6% | 4.2% | 38.25 | 34.8% | 3.4% |
| 55Δ | 37.81 | 30.0% | 3.4% | 38.73 | 34.9% | 2.9% |
| 60Δ | 37.38 | 30.2% | 2.9% | 39.25 | 35.4% | 2.4% |
| 65Δ | 36.96 | 30.3% | 2.4% | 39.82 | 36.3% | 2.0% |
| 70Δ | 36.54 | 29.7% | 2.0% | 40.55 | 38.4% | 1.6% |
| 75Δ | 36.12 | 29.2% | 1.6% | 41.29 | 39.4% | 1.2% |
| 80Δ | 35.69 | 28.2% | 1.2% | 41.94 | 38.4% | 0.8% |
No recorded observations