Share price$31.58
1D+1.0%
Sold putSold call
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Market datapartial · fetched 2026-10-23T17:38:27.382Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15
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 · 2026-10-23T17:33:52.447939023Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 27.92 | 74.5% | 19.7% | |||
| 35Δ | 28.89 | 69.4% | 17.3% | |||
| 40Δ | 29.86 | 64.4% | 15.0% | |||
| 45Δ | 30.83 | 59.4% | 12.7% | |||
| 50Δ | 31.80 | 54.3% | 10.3% | |||
| 55Δ | 32.77 | 49.3% | 8.0% | |||
| 60Δ | 33.74 | 44.3% | 5.7% | |||
| 65Δ | 34.71 | 39.3% | 3.3% | |||
| 70Δ | 36.89 | 43.3% | 2.3% | |||
| 75Δ | 39.59 | 51.4% | 1.9% | |||
| 80Δ | 42.29 | 59.4% | 1.6% | |||
No recorded observations