Share price$37.08
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:54:30.976Z
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 · 2026-10-22T23:00:00.00250731Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.95 | 105.7% | 37.6% | 30.73 | 92.4% | 20.3% |
| 25Δ | 44.09 | 75.1% | 21.7% | 32.69 | 73.1% | 14.9% |
| 30Δ | 40.05 | 44.4% | 10.2% | 34.66 | 53.7% | 9.6% |
| 35Δ | 39.37 | 44.7% | 9.2% | 35.52 | 49.6% | 7.9% |
| 40Δ | 38.74 | 45.4% | 8.4% | 36.15 | 48.6% | 7.1% |
| 45Δ | 38.10 | 46.1% | 7.5% | 36.78 | 47.7% | 6.2% |
| 50Δ | 37.47 | 46.7% | 6.6% | 37.41 | 46.7% | 5.3% |
| 55Δ | 36.83 | 47.4% | 5.7% | 38.04 | 45.8% | 4.5% |
| 60Δ | 36.20 | 48.0% | 4.9% | 38.67 | 44.8% | 3.6% |
| 65Δ | 35.56 | 48.7% | 4.0% | 39.30 | 43.9% | 2.7% |
| 70Δ | 39.92 | 42.9% | 1.9% | |||
| 75Δ | 42.05 | 53.3% | 1.6% | |||
| 80Δ | 44.38 | 65.3% | 1.5% | |||
No recorded observations