Share price$31.40
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:33.001Z
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 · 2026-10-22T20:00:06.351531283Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 38.89 | 90.4% | 30.8% | |||
| 40Δ | 36.23 | 80.1% | 22.9% | 30.40 | 65.3% | 11.6% |
| 45Δ | 34.49 | 70.9% | 17.7% | 31.10 | 61.2% | 10.1% |
| 50Δ | 33.54 | 62.5% | 14.6% | 31.81 | 57.0% | 8.6% |
| 55Δ | 32.59 | 54.2% | 11.6% | 32.51 | 52.9% | 7.1% |
| 60Δ | 31.65 | 45.9% | 8.6% | 33.22 | 48.7% | 5.5% |
| 65Δ | 30.70 | 37.5% | 5.6% | 33.93 | 44.6% | 4.0% |
| 70Δ | 34.63 | 40.4% | 2.5% | |||
| 75Δ | 36.19 | 42.7% | 1.5% | |||
| 80Δ | 38.69 | 52.0% | 1.3% | |||
No recorded observations