Share price$35.96
1D-1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:49:57.431Z
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 · 2026-10-22T23:00:00.002149022Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.64 | 77.6% | 26.3% | 32.92 | 39.5% | 9.7% |
| 25Δ | 42.31 | 62.9% | 19.8% | 33.62 | 36.7% | 8.1% |
| 30Δ | 39.98 | 48.2% | 13.3% | 34.32 | 33.8% | 6.4% |
| 35Δ | 37.65 | 33.5% | 6.8% | 35.01 | 31.0% | 4.8% |
| 40Δ | 37.11 | 32.2% | 5.7% | 35.33 | 29.7% | 4.3% |
| 45Δ | 36.70 | 31.7% | 5.1% | 35.65 | 28.4% | 3.7% |
| 50Δ | 36.29 | 31.3% | 4.4% | 35.97 | 27.1% | 3.2% |
| 55Δ | 35.87 | 30.8% | 3.7% | 36.30 | 25.7% | 2.6% |
| 60Δ | 35.46 | 30.4% | 3.1% | 36.62 | 24.4% | 2.1% |
| 65Δ | 35.05 | 29.9% | 2.4% | 36.94 | 23.1% | 1.5% |
| 70Δ | 34.30 | 34.0% | 2.1% | 37.26 | 21.8% | 1.0% |
| 75Δ | 33.51 | 38.7% | 1.9% | 38.51 | 30.9% | 0.9% |
| 80Δ | 32.72 | 43.3% | 1.7% | 41.11 | 49.7% | 1.1% |
No recorded observations