Share price$30.82
1D+7.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:19.358Z
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 · 2026-10-22T23:24:38.604840923Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.61 | 98.8% | 34.5% | 25.55 | 99.7% | 21.0% |
| 25Δ | 38.22 | 92.8% | 27.4% | 27.09 | 84.7% | 16.2% |
| 30Δ | 37.88 | 106.9% | 27.9% | 27.94 | 90.9% | 15.0% |
| 35Δ | 35.58 | 95.5% | 20.9% | 28.94 | 91.4% | 13.2% |
| 40Δ | 33.97 | 88.3% | 16.4% | 29.96 | 99.9% | 12.3% |
| 45Δ | 32.72 | 82.3% | 13.1% | 30.94 | 91.8% | 9.9% |
| 50Δ | 31.66 | 77.7% | 10.4% | 32.21 | 101.3% | 9.3% |
| 55Δ | 30.83 | 83.2% | 9.5% | 33.49 | 104.1% | 8.1% |
| 60Δ | 29.95 | 95.7% | 9.4% | 34.83 | 105.3% | 6.9% |
| 65Δ | 28.98 | 87.7% | 7.0% | 36.45 | 108.7% | 5.8% |
| 70Δ | 28.31 | 76.8% | 5.0% | 37.54 | 102.8% | 4.4% |
| 75Δ | 27.07 | 84.7% | 4.3% | 42.02 | 127.5% | 4.1% |
| 80Δ | 26.19 | 80.8% | 3.1% | |||
No recorded observations