Share price$30.75
1D-2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:21.958Z
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 · 2026-10-23T16:41:57.015732315Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 68.32 | 266.1% | 130.0% | 25.24 | 153.3% | 25.8% |
| 30Δ | 50.54 | 170.3% | 70.6% | 26.80 | 123.6% | 19.9% |
| 35Δ | 34.87 | 86.8% | 18.4% | 28.36 | 93.8% | 14.1% |
| 40Δ | 33.87 | 87.1% | 16.4% | 29.92 | 64.1% | 8.3% |
| 45Δ | 32.87 | 87.5% | 14.4% | 30.62 | 61.3% | 7.1% |
| 50Δ | 31.87 | 87.9% | 12.4% | 31.27 | 60.0% | 6.3% |
| 55Δ | 30.86 | 88.3% | 10.4% | 31.92 | 58.7% | 5.4% |
| 60Δ | 29.86 | 88.5% | 8.4% | 32.57 | 57.4% | 4.5% |
| 65Δ | 28.86 | 87.9% | 7.2% | 33.22 | 56.1% | 3.7% |
| 70Δ | 27.86 | 87.3% | 6.0% | 33.87 | 54.8% | 2.8% |
| 75Δ | 26.85 | 86.7% | 4.7% | 34.52 | 53.5% | 1.9% |
| 80Δ | 25.85 | 86.2% | 3.5% | 35.96 | 57.9% | 1.3% |
No recorded observations