Share price$31.80
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:21:20.881Z
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 · 2026-10-22T23:50:24.89973056Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.46 | 188.7% | 34.0% | |||
| 25Δ | 65.96 | 251.0% | 115.1% | 26.23 | 139.6% | 24.3% |
| 30Δ | 43.68 | 151.7% | 44.1% | 28.62 | 89.8% | 15.1% |
| 35Δ | 38.33 | 106.1% | 26.3% | 30.26 | 60.3% | 9.3% |
| 40Δ | 34.44 | 73.8% | 13.7% | 30.88 | 58.7% | 8.3% |
| 45Δ | 33.58 | 73.1% | 12.1% | 31.50 | 57.1% | 7.3% |
| 50Δ | 32.72 | 72.5% | 10.5% | 32.12 | 55.5% | 6.3% |
| 55Δ | 31.86 | 71.8% | 8.9% | 32.74 | 53.9% | 5.3% |
| 60Δ | 31.01 | 71.2% | 7.2% | 33.37 | 52.3% | 4.4% |
| 65Δ | 30.15 | 70.5% | 5.6% | 33.99 | 50.6% | 3.4% |
| 70Δ | 29.01 | 73.6% | 4.7% | 34.61 | 49.0% | 2.4% |
| 75Δ | 27.82 | 77.4% | 3.9% | 35.74 | 51.2% | 1.6% |
| 80Δ | 26.63 | 81.3% | 3.1% | 37.76 | 59.8% | 1.3% |
No recorded observations