Share price$29.22
1D-2.7%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:36:32.532Z
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 · 2026-10-22T18:36:09.034380494Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.00 | 95.6% | 32.9% | |||
| 25Δ | 39.23 | 116.4% | 38.3% | |||
| 30Δ | 37.17 | 103.2% | 31.6% | |||
| 35Δ | 35.12 | 90.1% | 24.8% | |||
| 40Δ | 33.07 | 76.9% | 18.1% | |||
| 45Δ | 31.01 | 63.7% | 11.4% | |||
| 50Δ | 29.60 | 59.0% | 7.7% | |||
| 55Δ | 28.82 | 62.5% | 6.9% | |||
| 60Δ | 28.04 | 66.0% | 6.1% | |||
| 65Δ | 27.25 | 69.6% | 5.4% | |||
| 70Δ | 26.47 | 73.1% | 4.6% | |||
| 75Δ | 25.69 | 76.6% | 3.9% | |||
| 80Δ | 24.69 | 83.5% | 3.2% | |||
No recorded observations