Share price$30.30
1D+3.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T00:02:37.562Z
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 · 2026-10-22T20:54:38.5792762Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.65 | 79.8% | 18.2% | |||
| 25Δ | 34.85 | 63.2% | 17.5% | 26.58 | 78.0% | 16.1% |
| 30Δ | 34.08 | 64.1% | 15.9% | 27.50 | 76.3% | 14.0% |
| 35Δ | 33.31 | 65.0% | 14.3% | 28.43 | 74.5% | 11.9% |
| 40Δ | 32.54 | 65.8% | 12.7% | 29.36 | 72.7% | 9.8% |
| 45Δ | 31.77 | 66.7% | 11.1% | 30.43 | 74.8% | 8.2% |
| 50Δ | 31.00 | 67.6% | 9.4% | 31.78 | 85.0% | 7.7% |
| 55Δ | 30.24 | 68.5% | 7.8% | 33.13 | 95.3% | 7.2% |
| 60Δ | 34.49 | 105.6% | 6.8% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations