Share price$27.17
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:44.404Z
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 · 2026-10-22T20:40:19.096150363Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.28 | 93.8% | 32.5% | 22.66 | 91.9% | 19.9% |
| 25Δ | 32.78 | 82.4% | 23.7% | 23.88 | 81.7% | 15.9% |
| 30Δ | 31.17 | 75.1% | 18.3% | 25.01 | 72.2% | 12.3% |
| 35Δ | 30.02 | 70.7% | 14.7% | 25.72 | 72.0% | 10.7% |
| 40Δ | 29.44 | 76.9% | 13.9% | 26.43 | 72.2% | 9.3% |
| 45Δ | 28.78 | 79.9% | 12.6% | 27.12 | 72.2% | 8.0% |
| 50Δ | 27.84 | 73.2% | 9.8% | 27.80 | 71.0% | 6.8% |
| 55Δ | 27.14 | 74.5% | 8.5% | 28.50 | 70.2% | 5.7% |
| 60Δ | 26.41 | 75.1% | 7.2% | 29.20 | 69.5% | 4.7% |
| 65Δ | 25.68 | 75.6% | 6.0% | 29.92 | 68.5% | 3.8% |
| 70Δ | 24.91 | 76.4% | 4.9% | 30.78 | 69.2% | 3.0% |
| 75Δ | 24.04 | 79.1% | 4.0% | 31.62 | 68.2% | 2.3% |
| 80Δ | 23.08 | 81.1% | 3.1% | 32.60 | 67.6% | 1.6% |
No recorded observations