Share price$34.80
1D-2.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:09:09.963Z
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 · 2026-10-22T20:00:00.708837053Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.58 | 155.0% | 29.7% | |||
| 25Δ | 28.55 | 157.7% | 26.4% | |||
| 30Δ | 48.63 | 156.6% | 46.6% | 30.54 | 155.5% | 23.0% |
| 35Δ | 45.48 | 154.9% | 39.0% | 32.47 | 158.2% | 20.5% |
| 40Δ | 43.04 | 155.5% | 33.7% | 34.36 | 154.0% | 17.5% |
| 45Δ | 40.72 | 156.6% | 28.8% | 36.46 | 155.7% | 15.5% |
| 50Δ | 38.54 | 156.1% | 24.5% | 38.62 | 157.6% | 13.5% |
| 55Δ | 36.43 | 155.0% | 20.4% | 41.08 | 161.1% | 11.7% |
| 60Δ | 34.33 | 152.0% | 16.3% | 44.07 | 167.3% | 10.1% |
| 65Δ | 32.44 | 151.2% | 13.3% | 47.26 | 170.3% | 8.5% |
| 70Δ | 30.58 | 150.6% | 10.6% | |||
| 75Δ | 28.70 | 149.7% | 8.2% | |||
| 80Δ | 26.74 | 149.8% | 6.1% | |||
No recorded observations