Share price$38.66
1D-1.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:15:40.020Z
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 · 2026-10-22T16:14:14.52223205Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.12 | 32.6% | 9.9% | |||
| 25Δ | 41.54 | 33.4% | 8.8% | |||
| 30Δ | 40.99 | 34.4% | 7.8% | |||
| 35Δ | 40.41 | 33.6% | 6.7% | 37.41 | 38.7% | 6.0% |
| 40Δ | 39.87 | 32.6% | 5.6% | 37.92 | 40.6% | 5.4% |
| 45Δ | 39.38 | 31.2% | 4.7% | 38.36 | 39.3% | 4.8% |
| 50Δ | 38.91 | 30.3% | 3.9% | 38.80 | 37.3% | 4.1% |
| 55Δ | 38.48 | 31.2% | 3.4% | 39.24 | 35.4% | 3.5% |
| 60Δ | 38.05 | 32.0% | 3.0% | 39.67 | 33.5% | 2.8% |
| 65Δ | 37.34 | 39.0% | 3.0% | 40.11 | 31.5% | 2.1% |
| 70Δ | 36.58 | 44.1% | 2.8% | 40.55 | 29.6% | 1.5% |
| 75Δ | 35.77 | 46.7% | 2.4% | 40.99 | 27.7% | 0.8% |
| 80Δ | 34.88 | 48.5% | 1.9% | 42.19 | 32.7% | 0.6% |
No recorded observations