Share price$28.85
1D+4.8%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:48:51.230Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:48:21.03494299Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.36 | 207.9% | 17.3% | 25.40 | 222.2% | 14.0% |
| 25Δ | 32.60 | 213.5% | 15.3% | 26.19 | 217.5% | 11.9% |
| 30Δ | 31.79 | 211.7% | 13.0% | 26.81 | 224.3% | 10.5% |
| 35Δ | 31.09 | 215.9% | 11.3% | 27.45 | 222.8% | 9.1% |
| 40Δ | 30.48 | 221.7% | 9.9% | 28.06 | 220.5% | 7.9% |
| 45Δ | 29.88 | 225.1% | 8.7% | 28.65 | 223.8% | 6.9% |
| 50Δ | 29.24 | 219.1% | 7.2% | 29.24 | 220.9% | 5.9% |
| 55Δ | 28.65 | 222.6% | 6.2% | 29.87 | 223.0% | 5.1% |
| 60Δ | 28.04 | 225.7% | 5.3% | 30.46 | 219.3% | 4.2% |
| 65Δ | 27.45 | 220.4% | 4.2% | 31.15 | 222.0% | 3.5% |
| 70Δ | 26.70 | 236.4% | 3.7% | 31.67 | 207.4% | 2.7% |
| 75Δ | 26.05 | 229.7% | 2.9% | 32.61 | 214.3% | 2.2% |
| 80Δ | 25.25 | 233.6% | 2.2% | 33.03 | 195.2% | 1.5% |
| Date | IV |
|---|---|
| 120.81% | |
| 129.91% |