Share price$30.35
1D+0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:50:41.736Z
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 · 2026-10-22T16:50:30.235140413Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.60 | 26.8% | 8.3% | 28.02 | 37.4% | 8.9% |
| 25Δ | 32.19 | 27.0% | 7.2% | 29.03 | 26.6% | 5.5% |
| 30Δ | 31.17 | 14.7% | 3.4% | 29.53 | 22.2% | 3.9% |
| 35Δ | 30.88 | 12.1% | 2.6% | 29.85 | 19.6% | 3.0% |
| 40Δ | 30.75 | 12.0% | 2.3% | 30.08 | 18.1% | 2.4% |
| 45Δ | 30.62 | 11.9% | 2.1% | 30.26 | 17.6% | 2.1% |
| 50Δ | 30.48 | 11.8% | 1.9% | 30.44 | 17.0% | 1.7% |
| 55Δ | 30.35 | 11.7% | 1.6% | 30.62 | 16.5% | 1.4% |
| 60Δ | 30.22 | 11.6% | 1.4% | 30.80 | 15.9% | 1.0% |
| 65Δ | 30.08 | 11.5% | 1.1% | 30.98 | 15.4% | 0.7% |
| 70Δ | 29.97 | 10.9% | 0.9% | 31.51 | 20.5% | 0.7% |
| 75Δ | 29.88 | 9.3% | 0.6% | 32.55 | 32.6% | 1.0% |
| 80Δ | 29.80 | 7.8% | 0.3% | |||
No recorded observations