Share price$28.15
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:58:05.608Z
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 · 2026-10-22T20:00:07.057573023Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.90 | 147.5% | 59.8% | 22.26 | 127.6% | 25.7% |
| 25Δ | 37.98 | 123.6% | 39.3% | 24.12 | 106.9% | 19.6% |
| 30Δ | 34.85 | 109.3% | 28.8% | 25.30 | 103.2% | 16.6% |
| 35Δ | 32.77 | 100.1% | 22.2% | 26.34 | 99.0% | 14.1% |
| 40Δ | 31.14 | 90.6% | 16.9% | 27.35 | 90.3% | 11.3% |
| 45Δ | 30.34 | 97.7% | 15.8% | 28.24 | 90.2% | 9.8% |
| 50Δ | 29.11 | 86.5% | 11.8% | 29.14 | 88.3% | 8.2% |
| 55Δ | 28.17 | 81.2% | 9.3% | 30.22 | 94.3% | 7.5% |
| 60Δ | 27.37 | 77.8% | 7.5% | 30.87 | 85.2% | 5.7% |
| 65Δ | 26.56 | 78.3% | 6.2% | 31.76 | 82.8% | 4.5% |
| 70Δ | 25.70 | 81.3% | 5.2% | 32.88 | 83.9% | 3.6% |
| 75Δ | 24.79 | 82.7% | 4.2% | 34.10 | 84.3% | 2.8% |
| 80Δ | 23.79 | 83.8% | 3.2% | 35.56 | 85.0% | 2.0% |
No recorded observations