Share price$37.94
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T17:09:44.576Z
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 · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.98 | 68.3% | 15.5% | |||
| 25Δ | 42.89 | 55.7% | 15.2% | 34.30 | 62.9% | 12.5% |
| 30Δ | 41.09 | 45.6% | 10.6% | 35.37 | 58.9% | 10.3% |
| 35Δ | 39.98 | 39.0% | 7.8% | 36.24 | 57.6% | 8.7% |
| 40Δ | 39.23 | 34.1% | 6.0% | 37.00 | 59.3% | 7.8% |
| 45Δ | 38.69 | 30.4% | 4.7% | 37.83 | 63.8% | 7.2% |
| 50Δ | 38.24 | 27.1% | 3.7% | 38.79 | 68.2% | 6.5% |
| 55Δ | 37.90 | 24.3% | 2.9% | 39.96 | 74.6% | 6.0% |
| 60Δ | 37.70 | 22.0% | 2.4% | 41.47 | 82.0% | 5.5% |
| 65Δ | 37.50 | 19.6% | 2.0% | |||
| 70Δ | 37.30 | 17.3% | 1.5% | |||
| 75Δ | 37.10 | 15.0% | 1.1% | |||
| 80Δ | ||||||
No recorded observations