Share price$34.09
1D-0.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T18:27:56.406Z
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 · 2026-10-21T20:00:00.461550176Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.10 | 99.3% | 21.2% | |||
| 25Δ | 30.19 | 78.3% | 15.1% | |||
| 30Δ | 31.56 | 65.8% | 11.3% | |||
| 35Δ | 37.66 | 65.0% | 14.4% | 32.56 | 56.4% | 8.6% |
| 40Δ | 37.06 | 61.6% | 13.1% | 33.31 | 49.9% | 6.6% |
| 45Δ | 36.45 | 58.3% | 11.9% | 33.94 | 45.1% | 5.1% |
| 50Δ | 35.84 | 54.9% | 10.6% | 34.96 | 46.0% | 4.5% |
| 55Δ | 35.24 | 51.6% | 9.4% | 36.03 | 47.5% | 4.0% |
| 60Δ | 34.63 | 48.2% | 8.1% | 37.09 | 49.0% | 3.5% |
| 65Δ | 34.02 | 44.9% | 6.9% | 38.16 | 50.6% | 3.0% |
| 70Δ | 33.42 | 41.5% | 5.6% | 39.23 | 52.1% | 2.4% |
| 75Δ | 32.81 | 38.2% | 4.4% | 40.29 | 53.6% | 1.9% |
| 80Δ | 32.20 | 34.8% | 3.1% | 41.36 | 55.2% | 1.4% |
No recorded observations