Share price$37.51
1D+0.0%
Sold putSold callAH
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 2026-10-22T12:40:06.030Z
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 · 2026-10-21T20:00:00.271930629Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.92 | 33.1% | 10.1% | 35.27 | 28.5% | 6.9% |
| 25Δ | 39.61 | 24.8% | 6.6% | 36.19 | 22.3% | 4.6% |
| 30Δ | 38.91 | 21.3% | 4.9% | 36.45 | 24.7% | 4.4% |
| 35Δ | 38.63 | 23.1% | 4.6% | 36.72 | 27.1% | 4.1% |
| 40Δ | 38.36 | 25.0% | 4.3% | 36.99 | 29.5% | 3.9% |
| 45Δ | 38.09 | 26.8% | 4.1% | 37.23 | 25.4% | 3.1% |
| 50Δ | 37.83 | 25.4% | 3.5% | 37.48 | 21.0% | 2.3% |
| 55Δ | 37.58 | 22.2% | 2.9% | 37.73 | 16.6% | 1.5% |
| 60Δ | 37.33 | 19.1% | 2.2% | 37.97 | 12.2% | 0.6% |
| 65Δ | 37.08 | 15.9% | 1.5% | 38.36 | 13.3% | 0.5% |
| 70Δ | 36.78 | 15.5% | 1.2% | 38.76 | 14.9% | 0.4% |
| 75Δ | 36.46 | 16.3% | 1.0% | 39.16 | 16.6% | 0.3% |
| 80Δ | 36.14 | 17.1% | 0.9% | 39.57 | 18.3% | 0.2% |
No recorded observations