Share price$35.54
1D-0.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:06.891Z
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 · 2026-10-22T18:20:27.546250763Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.99 | 160.5% | 30.5% | |||
| 25Δ | 29.07 | 162.6% | 27.0% | |||
| 30Δ | 48.48 | 147.5% | 42.9% | 31.14 | 161.5% | 23.6% |
| 35Δ | 45.56 | 146.3% | 36.1% | 33.17 | 160.4% | 20.7% |
| 40Δ | 43.17 | 145.9% | 31.0% | 35.22 | 159.9% | 18.1% |
| 45Δ | 40.91 | 145.7% | 26.3% | 37.50 | 162.8% | 16.0% |
| 50Δ | 38.83 | 145.3% | 22.3% | 39.78 | 165.8% | 14.0% |
| 55Δ | 36.88 | 144.7% | 18.7% | 42.41 | 167.5% | 12.1% |
| 60Δ | 34.93 | 144.3% | 15.3% | 45.09 | 169.2% | 10.2% |
| 65Δ | 33.11 | 146.0% | 12.7% | 48.44 | 171.6% | 8.5% |
| 70Δ | 31.29 | 143.3% | 10.0% | |||
| 75Δ | 29.44 | 144.0% | 7.8% | |||
| 80Δ | 27.55 | 142.7% | 5.8% | |||
No recorded observations