Share price$32.33
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:02.632Z
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 · 2026-10-22T14:49:18.521947342Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.93 | 29.8% | 9.0% | 29.11 | 48.4% | 11.5% |
| 25Δ | 34.49 | 30.9% | 8.4% | 30.35 | 36.8% | 8.0% |
| 30Δ | 34.05 | 32.1% | 7.8% | 30.81 | 36.7% | 7.3% |
| 35Δ | 33.61 | 33.2% | 7.2% | 31.26 | 36.6% | 6.6% |
| 40Δ | 33.17 | 34.3% | 6.5% | 31.72 | 36.5% | 5.9% |
| 45Δ | 32.73 | 35.4% | 5.9% | 32.17 | 36.4% | 5.3% |
| 50Δ | 32.29 | 36.6% | 5.3% | 32.63 | 36.3% | 4.6% |
| 55Δ | 31.86 | 37.7% | 4.7% | 33.09 | 36.2% | 3.9% |
| 60Δ | 31.42 | 38.8% | 4.1% | 33.54 | 36.1% | 3.2% |
| 65Δ | 30.98 | 40.0% | 3.4% | 34.00 | 36.0% | 2.5% |
| 70Δ | 30.54 | 41.1% | 2.8% | 34.45 | 35.9% | 1.8% |
| 75Δ | 30.10 | 42.2% | 2.2% | 34.91 | 35.8% | 1.2% |
| 80Δ | 28.94 | 46.5% | 1.8% | 36.12 | 38.1% | 0.8% |
No recorded observations