Share price$33.39
1D+0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:33.550Z
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 · 2026-10-22T23:00:00.003478199Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.88 | 179.6% | 32.8% | |||
| 25Δ | 30.06 | 66.1% | 13.0% | |||
| 30Δ | 40.76 | 103.4% | 26.9% | 30.81 | 64.6% | 11.7% |
| 35Δ | 43.13 | 141.0% | 36.5% | 31.57 | 63.2% | 10.3% |
| 40Δ | 39.82 | 117.6% | 26.7% | 32.32 | 61.7% | 9.0% |
| 45Δ | 36.51 | 94.1% | 16.8% | 33.07 | 60.3% | 7.6% |
| 50Δ | 34.45 | 83.5% | 11.5% | 33.83 | 58.8% | 6.3% |
| 55Δ | 33.44 | 83.7% | 10.0% | 34.58 | 57.3% | 4.9% |
| 60Δ | 32.43 | 83.9% | 8.5% | |||
| 65Δ | 31.41 | 84.1% | 7.0% | |||
| 70Δ | 30.40 | 84.3% | 5.6% | |||
| 75Δ | 29.11 | 86.2% | 4.4% | |||
| 80Δ | 27.65 | 89.3% | 3.5% | |||
No recorded observations