Share price$33.44
1D+0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T14:09:32.959Z
Delta surfaceAlpaca · derived absolute-delta buckets ·
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 · 2026-10-24T00:00:00.145090747Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
| Date | IV |
|---|---|
| 38.04% | |
| 38.75% | |
| 38.89% | |
| 38.33% | |
| 37.81% | |
| 38.52% | |
| 37.49% | |
| 38.79% | |
| 38.44% | |
| 38.43% | |
| 40.06% | |
| 32.41% | |
| 31.99% | |
| 31.87% | |
| 32.41% | |
| 35.10% | |
| 37.44% | |
| 39.76% | |
| 45.49% | |
| 28.41% | |
| 28.51% | |
| 27.84% | |
| 27.66% | |
| 27.25% | |
| 26.91% | |
| 27.35% | |
| 27.91% | |
| 28.42% | |
| 27.04% | |
| 27.08% | |
| 28.74% | |
| 29.55% | |
| 30.57% | |
| 29.96% | |
| 33.44% | |
| 35.71% | |
| 38.04% | |
| 42.01% | |
| 24.98% | |
| 25.22% | |
| 25.61% | |
| 25.38% | |
| 26.15% | |
| 27.02% | |
| 27.14% | |
| 27.45% | |
| 28.00% | |
| 27.71% | |
| 28.44% | |
| 28.48% | |
| 28.39% | |
| 28.04% | |
| 28.62% | |
| 31.55% | |
| 33.02% | |
| 37.34% | |
| 44.42% | |
| 27.70% | |
| 27.04% | |
| 27.30% | |
| 27.12% | |
| 28.70% | |
| 29.67% |