Share price$33.30
1D-1.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:38:55.443Z
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 · 2026-10-22T22:30:00.001689216Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:38:55.118874+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.00 | 59.4% | 18.9% | 29.51 | 57.8% | 13.3% |
| 25Δ | 36.95 | 48.0% | 12.8% | 30.73 | 48.9% | 9.9% |
| 30Δ | 35.81 | 41.7% | 9.6% | 31.61 | 41.5% | 7.4% |
| 35Δ | 35.04 | 38.2% | 7.6% | 32.26 | 36.1% | 5.6% |
| 40Δ | 34.49 | 35.8% | 6.3% | 32.76 | 32.1% | 4.3% |
| 45Δ | 33.97 | 33.7% | 5.1% | 33.16 | 29.5% | 3.4% |
| 50Δ | 33.57 | 33.5% | 4.4% | 33.48 | 28.1% | 2.8% |
| 55Δ | 33.16 | 33.3% | 3.7% | 33.80 | 26.7% | 2.2% |
| 60Δ | 32.75 | 33.5% | 3.2% | 34.17 | 26.7% | 1.7% |
| 65Δ | 32.33 | 33.9% | 2.7% | 34.64 | 29.1% | 1.5% |
| 70Δ | 31.88 | 34.5% | 2.2% | 35.11 | 31.0% | 1.3% |
| 75Δ | 31.34 | 35.8% | 1.9% | 35.57 | 30.7% | 0.9% |
| 80Δ | 30.69 | 37.8% | 1.5% | 36.06 | 30.6% | 0.6% |
No recorded observations