Share price$23.39
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-29T14:04:09.740Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-28T20:00:00.120771862Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-29T14:04:07.213080+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 23.01 | 31.3% | 5.2% | |||
| 45Δ | 23.28 | 30.0% | 4.5% | |||
| 50Δ | 23.56 | 28.7% | 3.9% | |||
| 55Δ | 23.83 | 27.4% | 3.3% | |||
| 60Δ | 24.10 | 26.0% | 2.6% | |||
| 65Δ | 24.38 | 24.7% | 2.0% | |||
| 70Δ | 24.65 | 23.4% | 1.3% | |||
| 75Δ | 24.93 | 22.1% | 0.7% | |||
| 80Δ | 25.41 | 23.0% | 0.3% | |||
No recorded observations