Share price$27.57
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:32:18.238Z
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 · 2026-10-22T16:29:55.701734224Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.70 | 92.5% | 32.1% | 23.08 | 89.5% | 19.5% |
| 25Δ | 33.15 | 80.9% | 23.3% | 24.38 | 79.1% | 15.3% |
| 30Δ | 31.60 | 74.3% | 18.2% | 25.32 | 74.3% | 12.6% |
| 35Δ | 30.48 | 70.6% | 14.8% | 26.09 | 73.2% | 10.9% |
| 40Δ | 29.74 | 73.6% | 13.2% | 26.81 | 71.9% | 9.3% |
| 45Δ | 29.19 | 81.4% | 12.8% | 27.51 | 71.0% | 7.9% |
| 50Δ | 28.38 | 79.1% | 10.7% | 28.20 | 70.2% | 6.7% |
| 55Δ | 27.55 | 74.7% | 8.5% | 28.87 | 68.6% | 5.6% |
| 60Δ | 26.81 | 73.3% | 7.0% | 29.64 | 69.6% | 4.7% |
| 65Δ | 26.08 | 74.1% | 5.9% | 30.42 | 69.6% | 3.8% |
| 70Δ | 25.33 | 74.0% | 4.8% | 31.18 | 68.5% | 3.0% |
| 75Δ | 24.45 | 76.7% | 3.9% | 32.03 | 67.6% | 2.2% |
| 80Δ | 23.40 | 81.1% | 3.1% | 33.14 | 68.3% | 1.6% |
No recorded observations