Share price$37.24
1D+2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:27:04.790Z
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 · 2026-10-22T15:27:00.727301508Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.30 | 75.1% | 31.7% | 29.08 | 136.9% | 27.5% |
| 25Δ | 47.19 | 71.2% | 29.1% | 30.43 | 137.7% | 24.9% |
| 30Δ | 46.08 | 67.4% | 26.6% | 31.39 | 127.3% | 22.5% |
| 35Δ | 44.97 | 63.5% | 24.1% | 32.35 | 116.9% | 20.1% |
| 40Δ | 43.86 | 59.7% | 21.5% | 33.31 | 106.5% | 17.7% |
| 45Δ | 42.75 | 55.8% | 19.0% | 34.27 | 96.1% | 15.3% |
| 50Δ | 41.64 | 52.0% | 16.4% | 35.23 | 85.6% | 13.0% |
| 55Δ | 40.53 | 48.1% | 13.9% | 36.19 | 75.2% | 10.6% |
| 60Δ | 39.42 | 44.3% | 11.3% | 37.15 | 64.8% | 8.2% |
| 65Δ | 38.30 | 40.4% | 8.8% | 38.11 | 54.4% | 5.8% |
| 70Δ | 37.19 | 36.6% | 6.3% | 39.07 | 44.0% | 3.4% |
| 75Δ | 36.08 | 32.7% | 3.7% | 40.15 | 34.9% | 1.1% |
| 80Δ | 45.21 | 71.5% | 1.7% | |||
No recorded observations