Share price$32.09
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:33:26.015Z
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 · 2026-10-22T14:29:20.371509064Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.79 | 111.8% | 23.8% | |||
| 25Δ | 39.99 | 94.5% | 28.1% | 27.22 | 107.3% | 20.5% |
| 30Δ | 38.64 | 95.3% | 25.0% | 28.66 | 102.8% | 17.2% |
| 35Δ | 37.29 | 96.2% | 22.0% | 30.05 | 98.1% | 14.0% |
| 40Δ | 35.95 | 97.0% | 18.9% | 30.78 | 91.4% | 12.3% |
| 45Δ | 31.52 | 84.7% | 10.6% | |||
| 50Δ | 32.26 | 78.0% | 8.9% | |||
| 55Δ | 32.99 | 71.3% | 7.2% | |||
| 60Δ | 33.73 | 64.6% | 5.4% | |||
| 65Δ | 34.47 | 57.9% | 3.7% | |||
| 70Δ | 35.59 | 56.2% | 2.4% | |||
| 75Δ | 37.73 | 67.7% | 2.1% | |||
| 80Δ | 39.88 | 79.2% | 1.9% | |||
No recorded observations