Share price$35.63
1D+3.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:36:40.296Z
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 · 2026-10-22T16:36:27.210317301Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.91 | 99.2% | 42.3% | 32.58 | 42.0% | 10.0% |
| 25Δ | 44.48 | 69.9% | 26.9% | 33.15 | 43.2% | 9.1% |
| 30Δ | 39.04 | 40.5% | 11.4% | 33.72 | 44.5% | 8.1% |
| 35Δ | 37.20 | 31.9% | 6.5% | 34.30 | 45.7% | 7.2% |
| 40Δ | 36.78 | 31.6% | 5.8% | 34.87 | 46.9% | 6.3% |
| 45Δ | 36.37 | 31.3% | 5.1% | 35.30 | 44.7% | 5.4% |
| 50Δ | 35.95 | 30.9% | 4.3% | 35.68 | 41.3% | 4.6% |
| 55Δ | 35.53 | 30.6% | 3.6% | 36.07 | 38.0% | 3.8% |
| 60Δ | 35.12 | 30.2% | 2.9% | 36.45 | 34.6% | 3.0% |
| 65Δ | 34.58 | 31.4% | 2.5% | 36.84 | 31.3% | 2.2% |
| 70Δ | 33.99 | 33.2% | 2.2% | 37.22 | 28.0% | 1.4% |
| 75Δ | 33.41 | 35.0% | 1.8% | 40.10 | 54.2% | 1.8% |
| 80Δ | 32.82 | 36.8% | 1.5% | 42.79 | 67.8% | 1.6% |
No recorded observations