Share price$36.17
1D-2.9%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T16:41:17.910Z
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 · 2026-10-23T16:40:32.519691581Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.05 | 101.6% | 35.6% | 30.78 | 76.4% | 17.5% |
| 25Δ | 43.98 | 79.6% | 24.5% | 31.97 | 70.3% | 14.7% |
| 30Δ | 42.80 | 75.6% | 21.8% | 33.16 | 64.3% | 11.9% |
| 35Δ | 41.61 | 71.7% | 19.1% | 34.35 | 58.2% | 9.1% |
| 40Δ | 40.43 | 67.7% | 16.4% | 35.41 | 54.7% | 7.3% |
| 45Δ | 39.25 | 63.8% | 13.7% | 36.32 | 54.4% | 6.6% |
| 50Δ | 38.06 | 59.8% | 11.1% | 37.23 | 54.0% | 5.9% |
| 55Δ | 36.88 | 55.9% | 8.4% | 38.14 | 53.6% | 5.2% |
| 60Δ | 35.69 | 51.9% | 5.7% | 39.04 | 53.3% | 4.5% |
| 65Δ | 34.59 | 50.7% | 3.9% | 39.95 | 52.9% | 3.9% |
| 70Δ | 33.60 | 53.2% | 3.3% | 40.86 | 52.5% | 3.2% |
| 75Δ | 32.61 | 55.7% | 2.8% | 41.77 | 52.2% | 2.5% |
| 80Δ | 31.62 | 58.3% | 2.2% | 42.68 | 51.8% | 1.8% |
No recorded observations