Share price$26.87
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:20:07.423Z
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 · 2026-10-22T11:00:00.031051513Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.26 | 96.5% | 33.9% | 22.81 | 81.0% | 18.0% |
| 25Δ | 31.79 | 74.1% | 21.1% | 24.14 | 66.9% | 13.3% |
| 30Δ | 30.36 | 66.0% | 16.2% | 25.28 | 50.2% | 8.8% |
| 35Δ | 29.24 | 59.7% | 12.5% | 26.19 | 27.7% | 4.4% |
| 40Δ | 28.45 | 56.1% | 10.0% | 26.46 | 25.3% | 3.6% |
| 45Δ | 27.79 | 51.9% | 7.9% | 26.73 | 23.0% | 2.8% |
| 50Δ | 27.21 | 45.4% | 6.0% | 27.00 | 20.7% | 1.9% |
| 55Δ | 26.72 | 44.6% | 4.9% | 27.33 | 24.3% | 1.8% |
| 60Δ | 26.27 | 47.3% | 4.4% | 27.66 | 27.8% | 1.7% |
| 65Δ | 25.75 | 50.6% | 3.9% | 28.00 | 31.3% | 1.7% |
| 70Δ | 25.14 | 54.7% | 3.5% | 28.31 | 30.3% | 1.3% |
| 75Δ | 24.48 | 56.8% | 2.9% | 28.61 | 29.3% | 0.9% |
| 80Δ | 23.69 | 60.1% | 2.3% | 28.92 | 28.3% | 0.5% |
No recorded observations