Share price$31.21
1D-0.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:47:48.158Z
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 · 2026-10-23T16:47:39.637046581Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.34 | 62.7% | 14.5% | |||
| 25Δ | 28.09 | 60.4% | 12.8% | |||
| 30Δ | 28.84 | 58.2% | 11.0% | |||
| 35Δ | 32.61 | 35.8% | 6.9% | 29.59 | 55.9% | 9.2% |
| 40Δ | 32.22 | 38.2% | 6.4% | 30.34 | 53.7% | 7.4% |
| 45Δ | 31.83 | 40.6% | 5.9% | 31.07 | 51.8% | 5.8% |
| 50Δ | 31.44 | 43.0% | 5.4% | 31.65 | 52.7% | 5.0% |
| 55Δ | 31.05 | 45.5% | 4.9% | 32.13 | 51.1% | 4.2% |
| 60Δ | 29.65 | 56.6% | 4.5% | 32.46 | 45.5% | 3.2% |
| 65Δ | 28.13 | 69.0% | 4.1% | 32.78 | 39.9% | 2.3% |
| 70Δ | 26.61 | 81.3% | 3.7% | 33.17 | 36.1% | 1.5% |
| 75Δ | 25.08 | 93.6% | 3.3% | 33.66 | 35.9% | 1.1% |
| 80Δ | 23.56 | 106.0% | 2.9% | 34.33 | 35.6% | 0.7% |
No recorded observations