Share price$34.12
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:54:32.105Z
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 · 2026-10-22T20:00:00.897182316Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.12 | 99.6% | 21.2% | |||
| 25Δ | 42.80 | 97.4% | 29.0% | 30.22 | 78.5% | 15.1% |
| 30Δ | 39.08 | 74.5% | 18.1% | 31.58 | 66.0% | 11.3% |
| 35Δ | 37.11 | 60.4% | 12.4% | 32.59 | 56.6% | 8.6% |
| 40Δ | 35.96 | 52.8% | 9.3% | 33.34 | 50.1% | 6.6% |
| 45Δ | 35.17 | 48.2% | 7.3% | 33.97 | 45.2% | 5.1% |
| 50Δ | 34.55 | 45.1% | 5.9% | 34.47 | 42.6% | 4.2% |
| 55Δ | 33.98 | 42.5% | 4.7% | 34.95 | 40.1% | 3.2% |
| 60Δ | 33.51 | 40.5% | 3.9% | 35.31 | 37.2% | 2.5% |
| 65Δ | 33.04 | 38.6% | 3.1% | 35.66 | 34.3% | 1.9% |
| 70Δ | 32.68 | 35.9% | 2.5% | 36.01 | 31.3% | 1.2% |
| 75Δ | 32.32 | 33.1% | 1.9% | 36.29 | 29.1% | 0.9% |
| 80Δ | 31.96 | 30.4% | 1.3% | 36.58 | 26.8% | 0.6% |
No recorded observations