Share price$28.07
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:22:39.616Z
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 · 2026-10-22T20:10:03.861932768Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.89 | 88.8% | 30.3% | 24.13 | 74.5% | 16.7% |
| 25Δ | 32.44 | 64.9% | 18.0% | 25.48 | 59.7% | 11.9% |
| 30Δ | 30.92 | 54.4% | 12.8% | 26.38 | 50.4% | 8.9% |
| 35Δ | 30.12 | 48.2% | 10.2% | 27.05 | 44.2% | 6.8% |
| 40Δ | 29.32 | 42.1% | 7.5% | 27.50 | 39.6% | 5.4% |
| 45Δ | 28.76 | 38.2% | 5.9% | 27.95 | 34.9% | 4.0% |
| 50Δ | 28.36 | 35.8% | 4.8% | 28.23 | 32.1% | 3.2% |
| 55Δ | 27.97 | 33.7% | 3.8% | 28.48 | 29.5% | 2.5% |
| 60Δ | 27.63 | 33.4% | 3.2% | 28.74 | 26.8% | 1.9% |
| 65Δ | 27.28 | 33.1% | 2.7% | 28.99 | 24.2% | 1.2% |
| 70Δ | 26.91 | 33.6% | 2.2% | 29.22 | 23.0% | 0.9% |
| 75Δ | 26.34 | 37.4% | 1.9% | 29.44 | 21.9% | 0.6% |
| 80Δ | 25.66 | 41.6% | 1.7% | 29.67 | 20.8% | 0.4% |
No recorded observations