Share price$32.30
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:31:17.540Z
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 · 2026-10-22T22:11:20.271275584Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.54 | 55.8% | 17.8% | 27.87 | 67.0% | 15.9% |
| 25Δ | 35.22 | 40.4% | 10.7% | 29.01 | 58.9% | 12.7% |
| 30Δ | 36.25 | 62.5% | 15.3% | 30.14 | 50.8% | 9.5% |
| 35Δ | 35.17 | 58.3% | 12.4% | 31.10 | 43.7% | 6.8% |
| 40Δ | 34.09 | 54.1% | 9.5% | 31.50 | 39.9% | 5.7% |
| 45Δ | 33.37 | 51.4% | 7.8% | 31.90 | 36.1% | 4.7% |
| 50Δ | 32.73 | 50.0% | 6.5% | 32.30 | 32.3% | 3.6% |
| 55Δ | 32.15 | 49.8% | 5.5% | 32.71 | 28.5% | 2.5% |
| 60Δ | 31.58 | 49.2% | 4.6% | 33.26 | 28.6% | 1.8% |
| 65Δ | 31.03 | 48.3% | 3.8% | 34.20 | 39.2% | 2.0% |
| 70Δ | 30.25 | 51.6% | 3.3% | 34.42 | 37.3% | 1.6% |
| 75Δ | 29.46 | 55.0% | 2.8% | 35.10 | 37.3% | 1.1% |
| 80Δ | 28.23 | 64.0% | 2.4% | 36.32 | 44.6% | 1.0% |
No recorded observations