Share price$38.30
1D-2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:35:08.492Z
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 · 2026-10-23T00:00:00.017766044Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.61 | 31.6% | 9.6% | 34.49 | 49.7% | 11.6% |
| 25Δ | 40.95 | 31.5% | 8.2% | 35.73 | 41.9% | 8.6% |
| 30Δ | 40.40 | 30.9% | 7.1% | 36.52 | 37.7% | 6.8% |
| 35Δ | 39.87 | 30.6% | 6.1% | 37.14 | 36.2% | 5.6% |
| 40Δ | 39.43 | 30.8% | 5.3% | 37.63 | 38.2% | 5.1% |
| 45Δ | 38.99 | 31.0% | 4.6% | 38.10 | 38.9% | 4.5% |
| 50Δ | 38.57 | 31.3% | 4.1% | 38.55 | 35.2% | 3.5% |
| 55Δ | 38.14 | 31.6% | 3.5% | 39.00 | 31.5% | 2.5% |
| 60Δ | 37.57 | 36.7% | 3.4% | 39.37 | 30.0% | 2.0% |
| 65Δ | 36.92 | 43.5% | 3.4% | 39.74 | 28.4% | 1.5% |
| 70Δ | 36.24 | 44.7% | 2.9% | 40.21 | 27.9% | 1.1% |
| 75Δ | 35.35 | 48.4% | 2.5% | 40.95 | 29.9% | 0.9% |
| 80Δ | 34.14 | 54.6% | 2.1% | 41.70 | 32.0% | 0.6% |
No recorded observations