Share price$27.61
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:38:04.259Z
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 · 2026-10-23T19:38:02.473839939Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.76 | 82.3% | 28.1% | 25.62 | 31.0% | 8.3% |
| 25Δ | 33.74 | 73.9% | 24.5% | 26.00 | 30.2% | 7.2% |
| 30Δ | 32.72 | 65.6% | 20.9% | 26.37 | 29.3% | 6.2% |
| 35Δ | 31.69 | 57.3% | 17.3% | 26.75 | 28.5% | 5.1% |
| 40Δ | 30.67 | 48.9% | 13.7% | 27.13 | 27.7% | 4.1% |
| 45Δ | 29.65 | 40.6% | 10.1% | 27.51 | 26.8% | 3.0% |
| 50Δ | 28.63 | 32.3% | 6.5% | 27.86 | 27.5% | 2.7% |
| 55Δ | 27.60 | 23.9% | 2.9% | 28.20 | 28.2% | 2.3% |
| 60Δ | 26.60 | 30.8% | 2.3% | 28.55 | 28.8% | 2.0% |
| 65Δ | 25.59 | 39.5% | 2.1% | 28.90 | 29.5% | 1.7% |
| 70Δ | 24.59 | 48.1% | 1.9% | 29.25 | 30.2% | 1.3% |
| 75Δ | 23.58 | 56.7% | 1.7% | 29.59 | 30.8% | 1.0% |
| 80Δ | 22.58 | 65.3% | 1.5% | 29.94 | 31.5% | 0.6% |
No recorded observations