Share price$29.59
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:51:10.830Z
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 · 2026-10-22T20:10:00.001663572Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.79 | 89.9% | 30.4% | 25.41 | 71.7% | 16.7% |
| 25Δ | 39.39 | 114.5% | 37.1% | 26.20 | 69.6% | 14.8% |
| 30Δ | 37.57 | 103.8% | 31.4% | 26.98 | 67.5% | 13.0% |
| 35Δ | 35.75 | 93.1% | 25.7% | 27.77 | 65.4% | 11.1% |
| 40Δ | 33.93 | 82.4% | 19.9% | 28.56 | 63.3% | 9.3% |
| 45Δ | 32.11 | 71.7% | 14.2% | 29.34 | 61.2% | 7.4% |
| 50Δ | 30.29 | 60.9% | 8.5% | 30.16 | 60.1% | 5.8% |
| 55Δ | 29.38 | 60.1% | 6.8% | 31.16 | 63.6% | 5.1% |
| 60Δ | 28.64 | 61.0% | 6.0% | 32.16 | 67.1% | 4.5% |
| 65Δ | 27.90 | 62.0% | 5.2% | 33.16 | 70.6% | 3.9% |
| 70Δ | 27.16 | 63.0% | 4.3% | 34.16 | 74.1% | 3.2% |
| 75Δ | 26.42 | 64.0% | 3.5% | 35.18 | 76.3% | 2.6% |
| 80Δ | 25.68 | 65.0% | 2.7% | 36.31 | 71.7% | 1.9% |
No recorded observations