Share price$33.88
1D+2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:02:11.195Z
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 · 2026-10-22T16:02:02.907584707Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 34.85 | 31.9% | 5.5% | |||
| 45Δ | 34.30 | 33.8% | 5.0% | |||
| 50Δ | 33.74 | 35.7% | 4.6% | |||
| 55Δ | 33.19 | 37.6% | 4.1% | |||
| 60Δ | 32.63 | 39.5% | 3.7% | |||
| 65Δ | 32.07 | 41.4% | 3.2% | |||
| 70Δ | 31.52 | 43.3% | 2.8% | |||
| 75Δ | 30.96 | 45.2% | 2.3% | |||
| 80Δ | 30.41 | 47.1% | 1.9% | |||
No recorded observations