Share price$29.91
1D-0.0%
Sold putSold call
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 2026-10-22T14:05:54.458Z
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 · 2026-10-22T14:05:46.795145283Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.40 | 63.0% | 20.2% | 24.05 | 113.4% | 23.7% |
| 25Δ | 39.51 | 112.2% | 36.1% | 25.60 | 99.2% | 19.1% |
| 30Δ | 37.85 | 103.7% | 31.1% | 26.63 | 91.1% | 16.3% |
| 35Δ | 36.19 | 95.3% | 26.1% | 27.66 | 83.1% | 13.4% |
| 40Δ | 34.53 | 86.9% | 21.1% | 28.69 | 75.0% | 10.6% |
| 45Δ | 32.86 | 78.5% | 16.1% | 29.72 | 67.0% | 7.7% |
| 50Δ | 31.20 | 70.1% | 11.1% | 30.64 | 65.6% | 6.4% |
| 55Δ | 29.77 | 64.3% | 7.2% | 31.52 | 66.7% | 5.6% |
| 60Δ | 28.95 | 65.7% | 6.4% | 32.40 | 67.8% | 4.8% |
| 65Δ | 28.13 | 67.1% | 5.5% | 33.28 | 68.9% | 4.0% |
| 70Δ | 27.31 | 68.5% | 4.6% | 34.15 | 70.0% | 3.2% |
| 75Δ | 26.49 | 69.8% | 3.7% | 35.05 | 71.0% | 2.4% |
| 80Δ | 25.67 | 71.2% | 2.9% | 36.37 | 68.8% | 1.7% |
No recorded observations