Share price$35.89
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:50:55.947Z
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 · 2026-10-22T20:00:00.176020934Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.28 | 61.4% | 19.6% | 30.87 | 73.6% | 16.5% |
| 25Δ | 41.30 | 63.6% | 17.5% | 32.61 | 58.9% | 11.8% |
| 30Δ | 39.66 | 57.1% | 13.4% | 33.56 | 55.5% | 9.7% |
| 35Δ | 39.07 | 61.5% | 12.6% | 34.31 | 57.3% | 8.6% |
| 40Δ | 37.74 | 52.1% | 9.1% | 34.97 | 63.7% | 8.3% |
| 45Δ | 37.19 | 56.9% | 8.6% | 35.71 | 57.3% | 6.5% |
| 50Δ | 36.51 | 60.2% | 7.9% | 36.38 | 52.6% | 5.1% |
| 55Δ | 35.76 | 62.3% | 7.0% | 36.99 | 49.3% | 4.0% |
| 60Δ | 34.96 | 63.5% | 6.0% | 37.96 | 56.4% | 3.8% |
| 65Δ | 34.09 | 66.2% | 5.2% | 39.85 | 73.2% | 4.0% |
| 70Δ | 32.97 | 74.8% | 4.8% | 39.78 | 57.5% | 2.5% |
| 75Δ | 32.52 | 64.5% | 3.5% | 41.24 | 64.4% | 2.3% |
| 80Δ | 32.07 | 54.2% | 2.2% | 41.55 | 56.6% | 1.5% |
No recorded observations