Share price$34.92
1D+0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T09:53:42.469Z
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 · 2026-10-21T23:00:00.00390836Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.48 | 54.3% | 17.5% | 30.88 | 53.7% | 13.5% |
| 25Δ | 39.30 | 52.6% | 14.8% | 31.64 | 52.2% | 11.9% |
| 30Δ | 38.54 | 53.1% | 13.3% | 32.39 | 50.7% | 10.3% |
| 35Δ | 37.78 | 53.5% | 11.8% | 33.15 | 49.2% | 8.7% |
| 40Δ | 37.02 | 53.9% | 10.4% | 33.91 | 47.7% | 7.1% |
| 45Δ | 36.26 | 54.4% | 8.9% | 34.67 | 46.3% | 5.5% |
| 50Δ | 35.50 | 54.8% | 7.4% | 35.52 | 47.5% | 4.6% |
| 55Δ | 34.78 | 54.4% | 6.2% | 36.45 | 50.9% | 4.1% |
| 60Δ | 34.15 | 52.5% | 5.5% | 37.37 | 54.2% | 3.6% |
| 65Δ | 33.51 | 50.5% | 4.7% | 38.30 | 57.6% | 3.1% |
| 70Δ | 32.87 | 48.5% | 4.0% | 39.23 | 60.9% | 2.6% |
| 75Δ | 32.23 | 46.6% | 3.3% | 40.36 | 64.6% | 2.1% |
| 80Δ | 31.60 | 44.6% | 2.5% | 42.57 | 70.2% | 1.6% |
No recorded observations