Share price$27.93
1D-3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:59:19.889Z
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 · 2026-10-22T23:00:00.003387921Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.80 | 136.0% | 53.3% | 25.04 | 51.6% | 12.1% |
| 25Δ | 36.90 | 104.6% | 35.6% | 25.57 | 51.2% | 11.1% |
| 30Δ | 32.26 | 65.6% | 18.4% | 26.09 | 50.7% | 10.0% |
| 35Δ | 29.72 | 47.3% | 9.6% | 26.62 | 50.3% | 9.0% |
| 40Δ | 29.17 | 48.6% | 8.8% | 27.14 | 49.8% | 8.0% |
| 45Δ | 28.62 | 50.0% | 8.0% | 27.67 | 49.4% | 6.9% |
| 50Δ | 28.07 | 51.4% | 7.1% | 28.19 | 48.9% | 5.9% |
| 55Δ | 27.52 | 52.8% | 6.3% | 28.72 | 48.5% | 4.9% |
| 60Δ | 26.97 | 54.1% | 5.5% | 29.24 | 48.0% | 3.8% |
| 65Δ | 26.42 | 55.5% | 4.7% | 29.77 | 47.6% | 2.8% |
| 70Δ | 25.87 | 56.9% | 3.9% | 32.01 | 57.6% | 2.2% |
| 75Δ | 25.32 | 58.2% | 3.0% | 35.58 | 75.8% | 1.9% |
| 80Δ | 23.87 | 67.8% | 2.4% | 39.15 | 94.1% | 1.6% |
No recorded observations