Share price$33.06
1D-2.4%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:59:40.650Z
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 · 2026-10-23T00:00:03.142121283Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:59:39.744754+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 38.50 | 68.5% | 19.0% | |||
| 30Δ | 36.59 | 57.3% | 13.5% | |||
| 35Δ | 35.42 | 50.4% | 10.2% | 31.44 | 62.9% | 9.5% |
| 40Δ | 34.58 | 45.4% | 8.0% | 32.28 | 56.2% | 7.3% |
| 45Δ | 33.91 | 42.9% | 6.4% | 32.94 | 56.6% | 6.3% |
| 50Δ | 33.43 | 47.6% | 6.1% | 33.63 | 58.0% | 5.6% |
| 55Δ | 32.95 | 50.8% | 5.7% | 34.20 | 55.9% | 4.6% |
| 60Δ | 32.55 | 43.1% | 4.3% | 34.63 | 49.8% | 3.5% |
| 65Δ | 32.16 | 35.3% | 2.9% | 35.14 | 45.2% | 2.5% |
| 70Δ | 31.73 | 32.3% | 2.1% | 36.04 | 48.1% | 2.1% |
| 75Δ | 31.29 | 32.4% | 1.7% | 36.94 | 51.1% | 1.7% |
| 80Δ | 38.55 | 57.6% | 1.3% | |||
No recorded observations