Share price$30.09
1D+1.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:44:56.996Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-22T18:44:14.233046572Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 29.90 | 16.9% | 4.9% | |||
| 65Δ | 28.97 | 19.1% | 4.2% | |||
| 70Δ | 28.05 | 21.4% | 3.5% | |||
| 75Δ | 27.12 | 23.6% | 2.9% | |||
| 80Δ | 26.20 | 25.9% | 2.2% | 46.06 | 61.6% | 1.1% |
No recorded observations