Share price$37.94
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T16:08:43.859Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 37.19 | 38.7% | 6.9% | |||
| 45Δ | 38.05 | 39.6% | 6.1% | |||
| 50Δ | 38.92 | 40.5% | 5.3% | |||
| 55Δ | 39.78 | 41.4% | 4.6% | |||
| 60Δ | 40.64 | 42.3% | 3.8% | |||
| 65Δ | 41.50 | 43.2% | 3.1% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations