Share price$29.88
1D+4.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:42:04.932Z
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 · 2026-10-22T23:00:00.003430893Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.88 | 41.9% | 14.8% | 24.53 | 100.9% | 21.5% |
| 25Δ | 33.27 | 41.7% | 13.3% | 25.77 | 90.3% | 17.9% |
| 30Δ | 32.66 | 41.5% | 11.7% | 26.74 | 83.4% | 15.3% |
| 35Δ | 32.06 | 41.3% | 10.2% | 27.71 | 76.4% | 12.6% |
| 40Δ | 31.45 | 41.1% | 8.6% | 28.68 | 69.4% | 10.0% |
| 45Δ | 30.85 | 40.9% | 7.1% | 29.64 | 62.5% | 7.4% |
| 50Δ | 30.24 | 40.7% | 5.5% | 30.51 | 60.4% | 5.9% |
| 55Δ | 29.53 | 43.4% | 4.7% | 31.32 | 61.1% | 5.2% |
| 60Δ | 28.76 | 48.2% | 4.2% | 32.13 | 61.8% | 4.4% |
| 65Δ | 27.98 | 52.9% | 3.8% | 32.94 | 62.6% | 3.7% |
| 70Δ | 27.21 | 57.6% | 3.3% | 33.75 | 63.3% | 2.9% |
| 75Δ | 26.43 | 62.3% | 2.9% | 34.56 | 64.0% | 2.2% |
| 80Δ | 25.66 | 67.1% | 2.5% | |||
No recorded observations