Share price$32.48
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:52:55.335Z
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 · 2026-10-22T20:00:00.405988135Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.70 | 55.4% | 17.7% | 27.99 | 67.6% | 16.0% |
| 25Δ | 35.25 | 37.4% | 10.0% | 29.18 | 59.2% | 12.7% |
| 30Δ | 36.35 | 61.1% | 14.9% | 30.37 | 50.8% | 9.3% |
| 35Δ | 35.31 | 56.9% | 12.1% | 31.21 | 44.5% | 7.0% |
| 40Δ | 34.27 | 52.7% | 9.4% | 31.67 | 40.5% | 5.8% |
| 45Δ | 33.52 | 49.7% | 7.6% | 32.12 | 36.4% | 4.6% |
| 50Δ | 32.89 | 47.4% | 6.2% | 32.58 | 32.4% | 3.4% |
| 55Δ | 32.33 | 47.1% | 5.2% | 33.03 | 28.8% | 2.3% |
| 60Δ | 31.79 | 46.4% | 4.4% | 33.48 | 30.9% | 2.0% |
| 65Δ | 31.28 | 45.2% | 3.6% | 33.93 | 33.0% | 1.8% |
| 70Δ | 30.65 | 45.8% | 2.9% | 35.47 | 50.5% | 2.2% |
| 75Δ | 29.90 | 48.4% | 2.5% | 36.14 | 49.3% | 1.6% |
| 80Δ | 29.14 | 50.9% | 2.0% | 37.40 | 53.1% | 1.2% |
No recorded observations