Share price$27.32
1D-1.0%
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 2026-10-22T09:20:00.741Z
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 · 2026-10-22T00:00:03.225703967Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.65 | 94.5% | 33.1% | 23.19 | 81.0% | 18.0% |
| 25Δ | 31.72 | 66.7% | 18.7% | 24.50 | 67.8% | 13.5% |
| 30Δ | 30.64 | 62.3% | 15.2% | 26.18 | 33.0% | 6.0% |
| 35Δ | 29.63 | 56.3% | 11.9% | 26.56 | 30.4% | 4.9% |
| 40Δ | 28.77 | 51.4% | 9.1% | 26.94 | 27.9% | 3.7% |
| 45Δ | 28.16 | 48.4% | 7.3% | 27.29 | 31.2% | 3.5% |
| 50Δ | 27.68 | 43.6% | 5.8% | 27.64 | 35.7% | 3.4% |
| 55Δ | 27.25 | 38.1% | 4.4% | 27.98 | 40.3% | 3.3% |
| 60Δ | 26.84 | 35.3% | 3.3% | 28.42 | 40.8% | 2.8% |
| 65Δ | 26.45 | 36.6% | 2.9% | 28.86 | 41.2% | 2.3% |
| 70Δ | 26.05 | 37.9% | 2.5% | 29.40 | 42.1% | 1.8% |
| 75Δ | 25.54 | 39.7% | 2.1% | 29.98 | 43.2% | 1.4% |
| 80Δ | 25.00 | 41.5% | 1.7% | 30.63 | 43.3% | 1.0% |
No recorded observations