Share price$28.35
1D+6.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:40:31.179Z
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 · 2026-10-22T23:00:00.001906626Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.02 | 64.0% | 21.9% | 24.31 | 73.7% | 16.7% |
| 25Δ | 33.03 | 62.6% | 19.0% | 25.51 | 63.9% | 13.2% |
| 30Δ | 32.05 | 61.1% | 16.1% | 26.17 | 63.4% | 11.9% |
| 35Δ | 31.06 | 59.7% | 13.2% | 26.83 | 62.9% | 10.6% |
| 40Δ | 30.07 | 58.3% | 10.3% | 27.49 | 62.4% | 9.2% |
| 45Δ | 29.42 | 58.4% | 9.2% | 28.15 | 61.8% | 7.9% |
| 50Δ | 28.79 | 58.6% | 8.2% | 28.81 | 61.3% | 6.6% |
| 55Δ | 28.16 | 58.8% | 7.3% | 29.46 | 60.8% | 5.3% |
| 60Δ | 27.54 | 59.0% | 6.3% | 30.31 | 62.4% | 4.2% |
| 65Δ | 26.91 | 59.2% | 5.3% | 31.93 | 73.1% | 3.8% |
| 70Δ | 26.28 | 59.4% | 4.3% | 33.55 | 83.8% | 3.5% |
| 75Δ | 25.65 | 59.6% | 3.3% | 35.22 | 93.5% | 3.1% |
| 80Δ | 25.03 | 59.8% | 2.3% | 37.30 | 95.3% | 2.3% |
No recorded observations