Share price$36.51
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:20:37.631Z
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 · 2026-10-22T20:10:03.059105187Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.82 | 66.9% | 15.2% | |||
| 25Δ | 41.65 | 59.7% | 16.4% | 33.33 | 56.3% | 11.3% |
| 30Δ | 39.94 | 51.2% | 11.9% | 34.36 | 49.7% | 8.8% |
| 35Δ | 38.82 | 45.3% | 9.1% | 35.17 | 44.7% | 6.9% |
| 40Δ | 37.99 | 41.0% | 7.1% | 35.80 | 41.1% | 5.5% |
| 45Δ | 37.38 | 37.3% | 5.7% | 36.35 | 39.6% | 4.5% |
| 50Δ | 36.84 | 34.1% | 4.5% | 36.85 | 39.1% | 3.8% |
| 55Δ | 36.42 | 31.6% | 3.6% | 37.42 | 40.2% | 3.3% |
| 60Δ | 35.99 | 29.2% | 2.8% | 38.01 | 42.0% | 2.8% |
| 65Δ | 35.58 | 29.4% | 2.4% | 38.70 | 43.3% | 2.4% |
| 70Δ | 35.17 | 29.6% | 2.0% | 39.52 | 45.5% | 1.9% |
| 75Δ | 34.79 | 28.7% | 1.6% | 40.46 | 47.4% | 1.5% |
| 80Δ | 34.45 | 27.0% | 1.2% | 41.47 | 48.2% | 1.1% |
No recorded observations