Share price$31.13
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:07:19.594Z
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 · 2026-10-22T17:06:51.564921792Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.42 | 58.8% | 18.7% | 27.54 | 58.3% | 13.5% |
| 25Δ | 35.31 | 57.4% | 15.7% | 28.44 | 55.2% | 11.2% |
| 30Δ | 34.32 | 55.3% | 13.0% | 29.16 | 54.0% | 9.5% |
| 35Δ | 33.46 | 52.8% | 10.7% | 29.80 | 53.3% | 8.2% |
| 40Δ | 32.74 | 51.0% | 8.9% | 30.40 | 52.1% | 6.9% |
| 45Δ | 32.10 | 49.8% | 7.5% | 30.98 | 50.6% | 5.7% |
| 50Δ | 31.54 | 49.7% | 6.5% | 31.55 | 50.5% | 4.9% |
| 55Δ | 30.99 | 49.7% | 5.5% | 32.21 | 53.3% | 4.3% |
| 60Δ | 30.45 | 48.7% | 4.6% | 33.23 | 63.8% | 4.3% |
| 65Δ | 29.89 | 48.6% | 3.8% | 34.05 | 64.6% | 3.6% |
| 70Δ | 29.18 | 53.1% | 3.4% | 34.72 | 61.6% | 2.7% |
| 75Δ | 28.45 | 54.9% | 2.8% | 35.47 | 59.5% | 2.0% |
| 80Δ | 27.41 | 60.9% | 2.3% | 36.52 | 59.8% | 1.4% |
No recorded observations