Share price$27.98
1D+0.3%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T13:28:22.697Z
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 · 2026-10-21T20:00:00.545348701Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T13:19:21.174928+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.29 | 92.7% | 20.1% | |||
| 25Δ | 34.31 | 88.2% | 25.9% | 24.98 | 72.2% | 14.1% |
| 30Δ | 31.65 | 67.7% | 16.4% | 26.05 | 60.2% | 10.5% |
| 35Δ | 30.21 | 55.2% | 11.4% | 26.97 | 44.0% | 6.8% |
| 40Δ | 29.35 | 47.2% | 8.4% | 27.41 | 41.4% | 5.6% |
| 45Δ | 28.74 | 40.4% | 6.3% | 27.83 | 39.3% | 4.5% |
| 50Δ | 28.28 | 34.2% | 4.7% | 28.21 | 37.5% | 3.7% |
| 55Δ | 27.88 | 30.2% | 3.4% | 28.56 | 35.8% | 3.0% |
| 60Δ | 27.58 | 29.8% | 2.9% | 28.90 | 34.1% | 2.3% |
| 65Δ | 27.28 | 29.4% | 2.4% | 29.53 | 37.4% | 1.9% |
| 70Δ | 26.98 | 29.0% | 1.9% | 30.27 | 42.5% | 1.7% |
| 75Δ | 26.64 | 28.7% | 1.6% | 31.03 | 48.0% | 1.5% |
| 80Δ | 26.29 | 28.3% | 1.3% | 32.94 | 56.5% | 1.2% |
No recorded observations