Share price$31.03
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T23:30:02.851Z
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 · 2026-10-23T23:00:00.002946218Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.10 | 65.1% | 21.3% | 27.22 | 65.1% | 14.5% |
| 25Δ | 34.04 | 40.2% | 11.2% | 27.80 | 71.7% | 13.7% |
| 30Δ | 35.40 | 73.0% | 17.5% | 28.73 | 67.0% | 11.3% |
| 35Δ | 33.41 | 52.5% | 10.7% | 29.56 | 61.4% | 9.1% |
| 40Δ | 31.95 | 32.6% | 5.5% | 30.25 | 56.6% | 7.4% |
| 45Δ | 31.61 | 37.9% | 5.4% | 30.86 | 50.6% | 5.7% |
| 50Δ | 31.26 | 43.1% | 5.3% | 31.43 | 49.8% | 4.8% |
| 55Δ | 30.88 | 46.9% | 5.1% | 31.99 | 50.5% | 4.1% |
| 60Δ | 30.39 | 46.0% | 4.3% | 32.30 | 45.7% | 3.2% |
| 65Δ | 29.91 | 44.8% | 3.5% | 32.61 | 40.8% | 2.4% |
| 70Δ | 29.49 | 42.3% | 2.7% | 32.91 | 35.9% | 1.5% |
| 75Δ | 29.07 | 39.8% | 2.0% | 33.36 | 34.3% | 1.0% |
| 80Δ | 27.67 | 50.5% | 1.8% | 33.85 | 34.0% | 0.7% |
No recorded observations