Share price$30.40
1D+4.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:01:13.929Z
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 · 2026-10-22T23:00:00.003075614Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.78 | 50.2% | 16.0% | 24.17 | 102.5% | 23.8% |
| 25Δ | 34.14 | 50.7% | 14.6% | 25.45 | 93.2% | 20.2% |
| 30Δ | 33.50 | 51.1% | 13.2% | 26.73 | 84.0% | 16.5% |
| 35Δ | 32.86 | 51.6% | 11.8% | 28.00 | 74.7% | 12.9% |
| 40Δ | 32.21 | 52.1% | 10.4% | 29.28 | 65.4% | 9.3% |
| 45Δ | 31.57 | 52.5% | 9.0% | 30.41 | 61.6% | 6.9% |
| 50Δ | 30.93 | 53.0% | 7.6% | 31.34 | 65.0% | 6.2% |
| 55Δ | 30.29 | 53.4% | 6.2% | 32.27 | 68.4% | 5.5% |
| 60Δ | 33.20 | 71.7% | 4.8% | |||
| 65Δ | 34.13 | 75.1% | 4.1% | |||
| 70Δ | 35.23 | 79.1% | 3.4% | |||
| 75Δ | 38.55 | 91.7% | 2.9% | |||
| 80Δ | 41.88 | 104.4% | 2.3% | |||
No recorded observations