Share price$30.77
1D-0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:25.927Z
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 · 2026-10-22T20:10:00.002838455Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.52 | 64.0% | 20.6% | 27.25 | 58.0% | 13.4% |
| 25Δ | 35.74 | 67.4% | 18.7% | 28.03 | 57.5% | 11.5% |
| 30Δ | 34.71 | 67.2% | 16.1% | 28.78 | 55.3% | 9.7% |
| 35Δ | 33.74 | 65.6% | 13.6% | 29.44 | 53.5% | 8.2% |
| 40Δ | 32.64 | 58.9% | 10.4% | 30.06 | 52.0% | 6.9% |
| 45Δ | 32.01 | 60.9% | 9.3% | 30.62 | 51.2% | 5.9% |
| 50Δ | 31.33 | 61.0% | 8.0% | 31.18 | 50.7% | 4.9% |
| 55Δ | 30.66 | 60.7% | 6.8% | 31.75 | 50.6% | 4.1% |
| 60Δ | 30.00 | 59.9% | 5.6% | 32.37 | 51.2% | 3.5% |
| 65Δ | 29.30 | 61.6% | 4.8% | 33.05 | 52.6% | 2.9% |
| 70Δ | 28.52 | 64.2% | 4.1% | 34.02 | 57.0% | 2.5% |
| 75Δ | 27.62 | 67.8% | 3.4% | 34.49 | 52.8% | 1.8% |
| 80Δ | 26.58 | 71.3% | 2.7% | 34.96 | 48.6% | 1.1% |
No recorded observations