Share price$27.99
1D-3.6%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T17:35:52.616Z
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 · 2026-10-22T17:35:08.179232492Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.53 | 129.0% | 55.1% | |||
| 25Δ | 38.31 | 102.8% | 40.0% | 25.37 | 58.1% | 12.1% |
| 30Δ | 34.10 | 76.6% | 25.0% | 25.93 | 56.9% | 11.0% |
| 35Δ | 29.99 | 51.1% | 10.3% | 26.50 | 55.8% | 9.8% |
| 40Δ | 29.42 | 51.8% | 9.4% | 27.06 | 54.6% | 8.6% |
| 45Δ | 28.85 | 52.5% | 8.5% | 27.62 | 53.5% | 7.5% |
| 50Δ | 28.28 | 53.2% | 7.6% | 28.19 | 52.3% | 6.3% |
| 55Δ | 27.71 | 53.9% | 6.7% | 28.75 | 51.2% | 5.1% |
| 60Δ | 27.14 | 54.6% | 5.8% | 29.31 | 50.1% | 4.0% |
| 65Δ | 26.57 | 55.3% | 4.9% | 29.87 | 48.9% | 2.8% |
| 70Δ | 26.00 | 56.0% | 4.0% | 32.85 | 64.0% | 2.4% |
| 75Δ | 25.43 | 56.6% | 3.1% | 36.51 | 83.7% | 2.1% |
| 80Δ | 40.18 | 103.5% | 1.9% | |||
No recorded observations