Share price$30.51
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T15:23:21.509Z
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 · 2026-10-23T23:00:00.002343998Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:13:31.684687+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.93 | 124.0% | 44.2% | 25.91 | 74.0% | 17.3% |
| 25Δ | 40.72 | 123.0% | 37.7% | 26.94 | 64.2% | 14.1% |
| 30Δ | 38.76 | 107.6% | 31.3% | 27.98 | 54.3% | 10.8% |
| 35Δ | 37.38 | 95.1% | 26.7% | 29.01 | 44.5% | 7.6% |
| 40Δ | 36.01 | 82.5% | 22.2% | 30.03 | 35.3% | 4.5% |
| 45Δ | 34.64 | 69.9% | 17.7% | 30.76 | 40.1% | 4.2% |
| 50Δ | 33.27 | 57.3% | 13.1% | 31.50 | 44.8% | 3.9% |
| 55Δ | 31.90 | 44.7% | 8.6% | 32.23 | 49.6% | 3.6% |
| 60Δ | 30.52 | 32.1% | 4.1% | 32.97 | 54.4% | 3.2% |
| 65Δ | 28.60 | 42.1% | 2.3% | 33.70 | 59.2% | 2.9% |
| 70Δ | 26.34 | 66.1% | 2.1% | 34.43 | 63.9% | 2.6% |
| 75Δ | 24.08 | 90.1% | 2.0% | 35.70 | 71.3% | 2.3% |
| 80Δ | 21.83 | 114.1% | 1.9% | 38.73 | 87.4% | 2.0% |
| Date | IV |
|---|---|
| 56.30% | |
| 70.01% | |
| 42.47% | |
| 34.09% | |
| 43.76% | |
| 39.80% | |
| 38.01% | |
| 52.48% | |
| 48.00% | |
| 43.28% | |
| 58.07% | |
| 53.48% | |
| 35.99% | |
| 45.46% | |
| 39.35% |