Share price$28.90
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:11:12.955Z
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 · 2026-10-22T20:10:00.001642296Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.43 | 92.9% | 32.1% | 24.66 | 78.4% | 17.4% |
| 25Δ | 33.69 | 68.6% | 19.2% | 26.08 | 64.3% | 12.7% |
| 30Δ | 31.93 | 56.4% | 13.3% | 27.05 | 55.3% | 9.6% |
| 35Δ | 30.93 | 49.8% | 10.1% | 27.73 | 49.3% | 7.6% |
| 40Δ | 30.25 | 45.9% | 8.1% | 28.28 | 44.6% | 6.0% |
| 45Δ | 29.69 | 42.4% | 6.5% | 28.74 | 40.7% | 4.7% |
| 50Δ | 29.21 | 39.1% | 5.2% | 29.14 | 37.6% | 3.7% |
| 55Δ | 28.80 | 36.8% | 4.2% | 29.47 | 35.3% | 3.0% |
| 60Δ | 28.44 | 35.2% | 3.4% | 29.79 | 33.1% | 2.3% |
| 65Δ | 28.09 | 33.6% | 2.7% | 30.13 | 31.5% | 1.7% |
| 70Δ | 27.62 | 35.2% | 2.3% | 30.49 | 31.1% | 1.3% |
| 75Δ | 27.11 | 37.9% | 2.0% | 30.86 | 30.7% | 0.9% |
| 80Δ | 26.59 | 38.5% | 1.6% | 31.39 | 31.3% | 0.6% |
No recorded observations