Share price$27.36
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T10:03:40.253Z
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 · 2026-10-22T08:29:10.328264573Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.92 | 46.0% | 14.4% | 24.19 | 58.8% | 13.6% |
| 25Δ | 29.68 | 37.2% | 10.0% | 25.44 | 43.2% | 9.0% |
| 30Δ | 29.00 | 34.1% | 7.7% | 26.02 | 40.5% | 7.2% |
| 35Δ | 28.61 | 33.0% | 6.7% | 26.43 | 40.5% | 6.3% |
| 40Δ | 28.22 | 32.0% | 5.6% | 26.83 | 40.5% | 5.4% |
| 45Δ | 27.85 | 32.8% | 4.9% | 27.24 | 40.8% | 4.7% |
| 50Δ | 27.52 | 35.8% | 4.6% | 27.65 | 41.5% | 4.1% |
| 55Δ | 27.19 | 38.9% | 4.3% | 28.06 | 42.3% | 3.5% |
| 60Δ | 26.88 | 39.3% | 3.8% | 28.57 | 44.1% | 3.0% |
| 65Δ | 26.60 | 36.1% | 3.1% | 29.12 | 46.3% | 2.5% |
| 70Δ | 26.33 | 32.9% | 2.3% | 29.84 | 49.6% | 2.1% |
| 75Δ | 26.05 | 29.6% | 1.6% | 30.79 | 54.1% | 1.8% |
| 80Δ | 25.75 | 27.7% | 1.3% | 32.62 | 65.1% | 1.5% |
No recorded observations