Share price$36.24
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:36:49.081Z
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 · 2026-10-22T20:00:01.873809792Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.57 | 85.5% | 28.7% | 27.01 | 173.3% | 32.2% |
| 25Δ | 51.57 | 143.3% | 47.7% | 30.22 | 133.5% | 23.4% |
| 30Δ | 50.51 | 156.6% | 46.1% | 31.94 | 114.2% | 18.7% |
| 35Δ | 44.65 | 125.1% | 30.0% | 33.65 | 94.9% | 14.1% |
| 40Δ | 42.97 | 111.6% | 25.4% | 35.16 | 78.8% | 10.2% |
| 45Δ | 41.29 | 98.1% | 20.9% | 35.92 | 74.6% | 8.9% |
| 50Δ | 39.61 | 84.5% | 16.3% | 36.68 | 70.4% | 7.6% |
| 55Δ | 37.92 | 71.0% | 11.8% | 37.44 | 66.2% | 6.3% |
| 60Δ | 36.24 | 57.5% | 7.2% | 38.20 | 62.0% | 5.1% |
| 65Δ | 34.80 | 47.2% | 3.8% | 38.96 | 57.8% | 3.8% |
| 70Δ | 34.03 | 46.1% | 3.2% | 39.72 | 53.6% | 2.5% |
| 75Δ | 33.25 | 44.9% | 2.7% | 42.15 | 64.8% | 2.0% |
| 80Δ | 32.48 | 43.7% | 2.2% | 46.26 | 87.5% | 2.0% |
No recorded observations