Share price$29.58
1D+3.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:31.287Z
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 · 2026-10-22T16:13:03.09435584Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.76 | 44.2% | 15.7% | 24.17 | 103.0% | 22.0% |
| 25Δ | 33.11 | 44.1% | 14.0% | 25.57 | 89.9% | 17.7% |
| 30Δ | 32.46 | 44.0% | 12.2% | 26.47 | 82.9% | 15.2% |
| 35Δ | 31.81 | 43.9% | 10.5% | 27.36 | 76.0% | 12.7% |
| 40Δ | 31.16 | 43.8% | 8.8% | 28.26 | 69.0% | 10.2% |
| 45Δ | 30.51 | 43.7% | 7.1% | 29.16 | 62.1% | 7.8% |
| 50Δ | 29.79 | 45.1% | 5.7% | 30.06 | 55.8% | 5.4% |
| 55Δ | 28.82 | 51.8% | 5.2% | 31.02 | 59.1% | 4.8% |
| 60Δ | 27.85 | 58.6% | 4.7% | 31.98 | 62.5% | 4.2% |
| 65Δ | 26.89 | 65.3% | 4.3% | 32.93 | 65.8% | 3.6% |
| 70Δ | 25.92 | 72.0% | 3.8% | 33.89 | 69.1% | 3.0% |
| 75Δ | 24.95 | 78.8% | 3.3% | 34.85 | 72.5% | 2.4% |
| 80Δ | 23.99 | 85.5% | 2.8% | |||
No recorded observations