Share price$39.59
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:07:38.752Z
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 · 2026-10-22T20:10:00.001379934Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 53.69 | 106.9% | 38.5% | 32.42 | 98.7% | 21.5% |
| 25Δ | 47.85 | 80.9% | 23.9% | 35.03 | 79.3% | 15.3% |
| 30Δ | 44.88 | 69.3% | 16.7% | 36.08 | 74.7% | 13.3% |
| 35Δ | 43.79 | 69.0% | 14.9% | 37.14 | 70.2% | 11.3% |
| 40Δ | 42.70 | 68.8% | 13.0% | 38.20 | 65.6% | 9.3% |
| 45Δ | 41.60 | 68.5% | 11.1% | 39.26 | 61.0% | 7.3% |
| 50Δ | 40.51 | 68.3% | 9.2% | 40.26 | 57.6% | 5.6% |
| 55Δ | 39.43 | 69.2% | 7.8% | 41.12 | 56.9% | 4.9% |
| 60Δ | 38.34 | 71.1% | 6.9% | 41.99 | 56.1% | 4.1% |
| 65Δ | 37.26 | 73.1% | 5.9% | 42.86 | 55.4% | 3.4% |
| 70Δ | 36.18 | 75.0% | 4.9% | 43.72 | 54.7% | 2.6% |
| 75Δ | 35.10 | 77.0% | 3.9% | 44.59 | 54.0% | 1.8% |
| 80Δ | 33.60 | 77.5% | 3.1% | 45.88 | 53.8% | 1.2% |
No recorded observations