Share price$32.24
1D+1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:24.639Z
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 · 2026-10-22T20:00:05.442379988Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.87 | 113.3% | 24.0% | |||
| 25Δ | 40.12 | 94.3% | 27.9% | 27.33 | 108.8% | 20.6% |
| 30Δ | 38.69 | 94.3% | 24.6% | 28.79 | 104.3% | 17.3% |
| 35Δ | 37.36 | 95.0% | 21.5% | 30.13 | 99.4% | 14.2% |
| 40Δ | 36.03 | 95.7% | 18.5% | 30.91 | 92.5% | 12.4% |
| 45Δ | 31.69 | 85.6% | 10.6% | |||
| 50Δ | 32.47 | 78.6% | 8.8% | |||
| 55Δ | 33.24 | 71.7% | 7.0% | |||
| 60Δ | 34.02 | 64.8% | 5.2% | |||
| 65Δ | 34.80 | 57.9% | 3.4% | |||
| 70Δ | 36.58 | 65.1% | 2.7% | |||
| 75Δ | 38.70 | 77.1% | 2.5% | |||
| 80Δ | 42.73 | 98.9% | 2.3% | |||
No recorded observations