Share price$31.92
1D-1.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:52:48.592Z
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 · 2026-10-22T16:48:07.050733395Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.39 | 73.7% | 28.4% | 27.85 | 61.9% | 14.6% |
| 25Δ | 37.29 | 60.0% | 19.0% | 30.10 | 34.1% | 7.3% |
| 30Δ | 34.84 | 50.1% | 11.7% | 30.44 | 32.9% | 6.7% |
| 35Δ | 34.23 | 50.4% | 10.7% | 30.78 | 31.8% | 6.2% |
| 40Δ | 33.62 | 50.7% | 9.6% | 31.13 | 30.6% | 5.7% |
| 45Δ | 33.01 | 51.0% | 8.6% | 31.47 | 29.5% | 5.1% |
| 50Δ | 32.40 | 51.3% | 7.5% | 31.82 | 28.3% | 4.6% |
| 55Δ | 31.79 | 51.6% | 6.5% | 32.16 | 27.1% | 4.1% |
| 60Δ | 31.17 | 51.9% | 5.4% | 32.51 | 26.0% | 3.6% |
| 65Δ | 30.56 | 52.2% | 4.4% | 32.85 | 24.8% | 3.0% |
| 70Δ | 29.89 | 53.3% | 3.4% | 33.20 | 23.7% | 2.5% |
| 75Δ | 28.47 | 63.0% | 3.0% | 33.54 | 22.5% | 2.0% |
| 80Δ | 27.04 | 72.7% | 2.6% | 33.89 | 21.4% | 1.4% |
No recorded observations