Share price$29.17
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:09.315Z
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 · 2026-10-22T16:40:07.191845769Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.87 | 174.4% | 39.4% | |||
| 25Δ | 20.50 | 156.3% | 34.2% | |||
| 30Δ | 22.13 | 138.1% | 29.1% | |||
| 35Δ | 23.76 | 120.0% | 23.9% | |||
| 40Δ | 25.40 | 101.9% | 18.8% | |||
| 45Δ | 27.03 | 83.7% | 13.6% | |||
| 50Δ | 29.62 | 56.1% | 7.6% | 28.66 | 65.6% | 8.5% |
| 55Δ | 28.99 | 55.7% | 6.7% | |||
| 60Δ | 28.37 | 55.3% | 5.9% | |||
| 65Δ | 27.75 | 54.9% | 5.0% | |||
| 70Δ | 27.12 | 54.4% | 4.2% | |||
| 75Δ | 26.50 | 54.0% | 3.3% | |||
| 80Δ | 25.88 | 53.6% | 2.5% | |||
No recorded observations