Share price$38.55
1D+10.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:51:58.685Z
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 · 2026-10-21T17:50:18.893194836Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.85 | 157.3% | 12.4% | 34.36 | 199.4% | 12.7% |
| 25Δ | 41.73 | 144.9% | 9.8% | 34.52 | 253.6% | 13.6% |
| 30Δ | 41.19 | 153.8% | 9.0% | 35.60 | 250.6% | 11.6% |
| 35Δ | 40.71 | 164.0% | 8.3% | 36.88 | 195.2% | 8.1% |
| 40Δ | 39.99 | 157.5% | 6.8% | 37.56 | 198.4% | 7.2% |
| 45Δ | 39.26 | 146.3% | 5.4% | 38.25 | 203.4% | 6.4% |
| 50Δ | 38.87 | 169.3% | 5.5% | 39.11 | 227.1% | 6.0% |
| 55Δ | 38.26 | 161.0% | 4.4% | 39.76 | 209.9% | 4.8% |
| 60Δ | 37.70 | 155.7% | 3.5% | 40.92 | 235.5% | 4.5% |
| 65Δ | 37.09 | 160.8% | 3.0% | 41.83 | 232.5% | 3.7% |
| 70Δ | 36.40 | 168.6% | 2.6% | 43.13 | 240.3% | 3.1% |
| 75Δ | 35.83 | 160.6% | 1.9% | 44.96 | 262.3% | 2.7% |
| 80Δ | 35.24 | 155.7% | 1.4% | 46.39 | 259.9% | 2.0% |
| Date | IV |
|---|---|
| 154.69% | |
| 153.03% |