Share price$36.39
1D-1.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:14:29.427Z
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 · 2026-10-22T20:00:00.183085036Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 69.05 | 201.9% | 95.3% | 27.14 | 172.2% | 32.2% |
| 25Δ | 54.97 | 150.0% | 56.1% | 30.46 | 131.4% | 23.0% |
| 30Δ | 50.54 | 155.1% | 45.6% | 32.63 | 106.4% | 17.1% |
| 35Δ | 44.14 | 120.9% | 28.0% | 34.21 | 88.1% | 12.7% |
| 40Δ | 40.67 | 97.4% | 18.5% | 35.37 | 74.3% | 9.5% |
| 45Δ | 38.57 | 80.3% | 12.7% | 36.24 | 63.4% | 7.1% |
| 50Δ | 37.22 | 69.0% | 9.2% | 36.94 | 54.3% | 5.2% |
| 55Δ | 36.29 | 67.5% | 7.6% | 37.43 | 48.6% | 4.0% |
| 60Δ | 35.39 | 70.4% | 6.7% | 37.90 | 43.1% | 2.9% |
| 65Δ | 34.44 | 72.7% | 5.7% | 38.42 | 41.0% | 2.3% |
| 70Δ | 33.35 | 76.4% | 4.9% | 38.95 | 39.6% | 1.7% |
| 75Δ | 31.92 | 86.0% | 4.4% | 39.50 | 38.2% | 1.2% |
| 80Δ | 30.21 | 94.7% | 3.7% | 40.04 | 36.7% | 0.8% |
No recorded observations