Share price$34.83
1D-0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:29:40.945Z
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 · 2026-10-22T20:00:00.148556674Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T23:23:26.786397+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.86 | 84.0% | 28.3% | |||
| 25Δ | 40.22 | 65.1% | 18.0% | |||
| 30Δ | 38.38 | 55.0% | 12.9% | |||
| 35Δ | 37.24 | 49.1% | 9.9% | |||
| 40Δ | 36.39 | 44.4% | 7.8% | |||
| 45Δ | 35.72 | 40.7% | 6.2% | |||
| 50Δ | 35.17 | 37.9% | 5.0% | 35.13 | 37.2% | 3.6% |
| 55Δ | 35.54 | 35.4% | 2.9% | |||
| 60Δ | 35.94 | 33.7% | 2.3% | |||
| 65Δ | 36.45 | 34.2% | 1.8% | |||
| 70Δ | 36.98 | 35.1% | 1.5% | |||
| 75Δ | 37.70 | 35.9% | 1.1% | |||
| 80Δ | 38.44 | 36.8% | 0.8% | |||
No recorded observations