Share price$38.66
1D+10.7%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-21T17:00:30.425Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:00:23.740475478Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.87 | 155.3% | 12.1% | 34.49 | 197.2% | 12.6% |
| 25Δ | 41.71 | 138.2% | 9.4% | 34.61 | 251.5% | 13.6% |
| 30Δ | 41.22 | 148.7% | 8.7% | 35.63 | 255.8% | 11.8% |
| 35Δ | 40.77 | 160.8% | 8.1% | 36.84 | 213.5% | 8.8% |
| 40Δ | 40.14 | 161.8% | 7.0% | 37.65 | 205.9% | 7.4% |
| 45Δ | 39.31 | 137.5% | 5.0% | 38.36 | 200.9% | 6.3% |
| 50Δ | 38.96 | 166.8% | 5.4% | 39.25 | 234.0% | 6.2% |
| 55Δ | 38.37 | 166.7% | 4.6% | 39.83 | 205.5% | 4.7% |
| 60Δ | 37.81 | 155.7% | 3.6% | 41.13 | 243.0% | 4.6% |
| 65Δ | 37.24 | 153.8% | 2.9% | 42.16 | 244.8% | 3.9% |
| 70Δ | 36.60 | 158.6% | 2.4% | 43.43 | 246.1% | 3.2% |
| 75Δ | 35.98 | 157.4% | 1.9% | 45.55 | 275.4% | 2.8% |
| 80Δ | 35.31 | 158.9% | 1.5% | 47.77 | 290.9% | 2.2% |
| Date | IV |
|---|---|
| 154.69% | |
| 153.03% |