Share price$32.83
1D+1.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:44:46.922Z
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 · 2026-10-22T23:00:00.002054177Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.36 | 183.5% | 33.3% | |||
| 25Δ | 26.98 | 142.1% | 24.7% | |||
| 30Δ | 38.72 | 85.8% | 22.0% | 29.40 | 103.0% | 16.7% |
| 35Δ | 37.31 | 83.2% | 18.5% | 30.60 | 88.8% | 13.3% |
| 40Δ | 35.91 | 80.5% | 15.0% | 31.40 | 82.7% | 11.5% |
| 45Δ | 34.70 | 78.1% | 12.2% | 32.20 | 76.7% | 9.7% |
| 50Δ | 33.84 | 76.0% | 10.7% | 33.00 | 70.7% | 7.9% |
| 55Δ | 32.99 | 73.9% | 9.1% | 33.80 | 64.7% | 6.1% |
| 60Δ | 32.14 | 71.8% | 7.6% | 34.60 | 58.7% | 4.3% |
| 65Δ | 31.28 | 69.7% | 6.0% | 35.70 | 58.1% | 3.1% |
| 70Δ | 30.43 | 67.6% | 4.5% | 37.08 | 62.9% | 2.6% |
| 75Δ | 38.46 | 67.6% | 2.2% | |||
| 80Δ | 39.84 | 72.3% | 1.7% | |||
No recorded observations