Share price$38.05
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:02.681Z
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 · 2026-10-22T20:10:00.001318486Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.79 | 86.1% | 19.3% | |||
| 25Δ | 45.49 | 78.3% | 22.5% | 34.28 | 62.8% | 12.7% |
| 30Δ | 42.12 | 52.2% | 13.1% | 35.51 | 55.1% | 10.0% |
| 35Δ | 39.82 | 34.7% | 7.0% | 36.21 | 53.6% | 8.9% |
| 40Δ | 39.29 | 35.1% | 6.4% | 36.92 | 52.2% | 7.7% |
| 45Δ | 38.76 | 35.5% | 5.8% | 37.63 | 50.7% | 6.6% |
| 50Δ | 38.23 | 35.9% | 5.2% | 38.34 | 49.3% | 5.5% |
| 55Δ | 37.70 | 36.3% | 4.6% | 39.05 | 47.8% | 4.4% |
| 60Δ | 37.17 | 36.6% | 4.0% | 39.76 | 46.3% | 3.3% |
| 65Δ | 36.64 | 37.0% | 3.4% | 41.14 | 51.9% | 2.7% |
| 70Δ | 36.11 | 37.4% | 2.8% | 42.89 | 61.0% | 2.5% |
| 75Δ | 35.58 | 37.8% | 2.2% | 44.63 | 70.2% | 2.3% |
| 80Δ | 35.05 | 38.1% | 1.6% | 46.98 | 75.3% | 1.8% |
No recorded observations