Share price$30.95
1D+7.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T01:28:19.327Z
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 · 2026-10-23T00:00:00.121544471Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T01:28:18.855580+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.56 | 97.1% | 33.8% | 25.58 | 101.7% | 21.4% |
| 25Δ | 38.28 | 92.0% | 27.1% | 27.15 | 86.3% | 16.4% |
| 30Δ | 37.83 | 104.5% | 27.1% | 28.01 | 92.7% | 15.2% |
| 35Δ | 35.67 | 94.7% | 20.7% | 29.05 | 93.3% | 13.4% |
| 40Δ | 34.05 | 87.0% | 16.1% | 30.08 | 101.2% | 12.5% |
| 45Δ | 32.83 | 81.5% | 12.9% | 31.11 | 94.0% | 10.1% |
| 50Δ | 31.75 | 75.4% | 10.1% | 32.42 | 104.0% | 9.5% |
| 55Δ | 30.94 | 79.4% | 9.0% | 33.71 | 106.1% | 8.2% |
| 60Δ | 30.06 | 92.9% | 9.0% | 35.21 | 109.3% | 7.1% |
| 65Δ | 29.13 | 86.4% | 6.9% | 36.67 | 109.6% | 5.9% |
| 70Δ | 28.45 | 76.2% | 5.0% | 37.88 | 104.9% | 4.5% |
| 75Δ | 27.50 | 75.4% | 3.8% | 42.44 | 129.4% | 4.2% |
| 80Δ | 26.43 | 78.1% | 3.1% | |||
No recorded observations