Share price$37.11
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:16:38.528Z
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 · 2026-10-22T20:10:00.002606907Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.69 | 41.0% | 13.5% | 33.72 | 40.7% | 10.3% |
| 25Δ | 35.21 | 33.0% | 6.8% | |||
| 30Δ | 35.82 | 36.0% | 6.3% | |||
| 35Δ | 36.42 | 39.0% | 5.9% | |||
| 40Δ | 37.03 | 42.0% | 5.4% | |||
| 45Δ | 37.64 | 45.0% | 5.0% | |||
| 50Δ | 38.25 | 48.0% | 4.5% | |||
| 55Δ | 38.85 | 51.0% | 4.1% | |||
| 60Δ | 39.46 | 54.0% | 3.6% | |||
| 65Δ | 40.24 | 57.2% | 3.1% | |||
| 70Δ | 42.37 | 62.6% | 2.6% | |||
| 75Δ | 44.51 | 67.9% | 2.1% | |||
| 80Δ | 46.65 | 73.2% | 1.6% | |||
No recorded observations