Share price$37.11
1D+1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:23:36.613Z
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 · 2026-10-22T23:00:00.002530935Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.69 | 41.5% | 13.5% | 33.71 | 41.2% | 10.4% |
| 25Δ | 39.89 | 33.1% | 8.8% | 35.21 | 33.5% | 6.8% |
| 30Δ | 39.55 | 31.6% | 8.2% | 35.81 | 36.6% | 6.4% |
| 35Δ | 39.22 | 30.1% | 7.6% | 36.42 | 39.6% | 5.9% |
| 40Δ | 38.88 | 28.6% | 7.1% | 37.03 | 42.7% | 5.4% |
| 45Δ | 38.54 | 27.1% | 6.5% | 37.63 | 45.7% | 5.0% |
| 50Δ | 38.21 | 25.6% | 5.9% | 38.24 | 48.7% | 4.5% |
| 55Δ | 37.87 | 24.1% | 5.3% | 38.85 | 51.8% | 4.1% |
| 60Δ | 37.54 | 22.5% | 4.7% | 39.45 | 54.8% | 3.6% |
| 65Δ | 37.20 | 21.0% | 4.1% | 40.21 | 58.1% | 3.1% |
| 70Δ | 36.86 | 19.5% | 3.5% | 42.35 | 63.5% | 2.6% |
| 75Δ | 36.53 | 18.0% | 3.0% | 44.48 | 68.9% | 2.1% |
| 80Δ | 36.19 | 16.5% | 2.4% | 46.61 | 74.3% | 1.6% |
No recorded observations