Share price$27.53
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:09:49.823Z
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 · 2026-10-22T23:00:00.003198675Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.92 | 65.2% | 24.8% | 25.52 | 31.3% | 8.4% |
| 25Δ | 32.97 | 59.2% | 21.6% | 25.90 | 30.1% | 7.3% |
| 30Δ | 32.02 | 53.2% | 18.3% | 26.27 | 29.0% | 6.2% |
| 35Δ | 31.07 | 47.3% | 15.1% | 26.65 | 27.9% | 5.1% |
| 40Δ | 30.12 | 41.3% | 11.8% | 27.03 | 26.7% | 4.1% |
| 45Δ | 29.17 | 35.3% | 8.6% | 27.41 | 25.6% | 3.0% |
| 50Δ | 28.22 | 29.3% | 5.3% | 27.88 | 28.6% | 2.6% |
| 55Δ | 27.42 | 24.7% | 2.8% | 28.38 | 33.1% | 2.5% |
| 60Δ | 27.11 | 24.4% | 2.5% | 28.89 | 37.5% | 2.3% |
| 65Δ | 26.80 | 24.1% | 2.1% | 29.39 | 42.0% | 2.1% |
| 70Δ | 26.49 | 23.8% | 1.8% | 29.90 | 46.4% | 2.0% |
| 75Δ | 26.18 | 23.5% | 1.5% | 32.12 | 68.5% | 2.2% |
| 80Δ | 25.87 | 23.2% | 1.1% | 35.27 | 89.5% | 2.1% |
No recorded observations