Share price$27.45
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T12:34:37.494Z
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 · 2026-10-23T00:00:04.402690433Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.94 | 88.4% | 29.8% | 23.56 | 75.8% | 16.8% |
| 25Δ | 31.70 | 65.5% | 18.0% | 24.88 | 61.8% | 12.2% |
| 30Δ | 30.13 | 53.6% | 12.4% | 25.74 | 53.0% | 9.2% |
| 35Δ | 29.23 | 46.8% | 9.4% | 26.37 | 46.8% | 7.2% |
| 40Δ | 28.63 | 42.6% | 7.4% | 26.91 | 41.5% | 5.5% |
| 45Δ | 28.11 | 39.4% | 5.9% | 27.28 | 38.1% | 4.4% |
| 50Δ | 27.73 | 36.8% | 4.9% | 27.62 | 35.2% | 3.5% |
| 55Δ | 27.39 | 34.3% | 3.9% | 27.96 | 32.2% | 2.6% |
| 60Δ | 27.04 | 31.9% | 3.0% | 28.30 | 32.0% | 2.1% |
| 65Δ | 26.73 | 31.2% | 2.5% | 28.63 | 32.1% | 1.7% |
| 70Δ | 26.42 | 30.7% | 2.1% | 28.97 | 32.2% | 1.3% |
| 75Δ | 26.10 | 30.2% | 1.6% | 29.34 | 31.5% | 1.0% |
| 80Δ | 25.66 | 31.0% | 1.3% | 29.71 | 30.7% | 0.6% |
No recorded observations