Share price$33.81
1D+1.7%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:09:06.235Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T13:40:53.661156519Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.75 | 43.5% | 22.7% | |||
| 25Δ | 39.60 | 44.8% | 19.9% | |||
| 30Δ | 38.46 | 46.2% | 17.2% | |||
| 35Δ | 37.31 | 47.5% | 14.4% | |||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations