Share price$28.45
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:15:49.447Z
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 · 2026-10-22T20:10:00.003250367Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.68 | 110.3% | 21.4% | |||
| 25Δ | 40.25 | 129.0% | 46.2% | 23.83 | 126.3% | 22.3% |
| 30Δ | 42.32 | 179.5% | 56.3% | 26.61 | 53.8% | 9.3% |
| 35Δ | 38.61 | 153.0% | 43.2% | 27.79 | 32.8% | 5.0% |
| 40Δ | 36.67 | 134.5% | 36.4% | 28.21 | 36.2% | 4.6% |
| 45Δ | 34.74 | 116.0% | 29.5% | 28.64 | 39.5% | 4.3% |
| 50Δ | 32.80 | 97.5% | 22.7% | 29.06 | 42.8% | 4.0% |
| 55Δ | 30.87 | 79.0% | 15.8% | 29.48 | 46.1% | 3.7% |
| 60Δ | 28.94 | 60.5% | 9.0% | 29.91 | 49.5% | 3.3% |
| 65Δ | 30.50 | 50.1% | 2.8% | |||
| 70Δ | 31.14 | 49.9% | 2.2% | |||
| 75Δ | 31.79 | 49.7% | 1.7% | |||
| 80Δ | 32.43 | 49.5% | 1.1% | |||
No recorded observations