Share price$27.93
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:29.593Z
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 · 2026-10-22T20:00:01.702964731Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.69 | 21.1% | 6.9% | 26.37 | 26.1% | 6.5% |
| 25Δ | 28.90 | 15.2% | 4.1% | 26.68 | 26.6% | 5.7% |
| 30Δ | 28.73 | 14.8% | 3.7% | 26.99 | 27.1% | 4.9% |
| 35Δ | 28.56 | 14.5% | 3.2% | 27.27 | 27.8% | 4.4% |
| 40Δ | 28.39 | 14.1% | 2.8% | 27.55 | 28.6% | 3.9% |
| 45Δ | 28.22 | 13.7% | 2.3% | 27.83 | 29.3% | 3.4% |
| 50Δ | 28.05 | 13.4% | 1.9% | 28.14 | 30.5% | 2.9% |
| 55Δ | 27.91 | 13.0% | 1.6% | 28.51 | 32.4% | 2.6% |
| 60Δ | 27.78 | 12.6% | 1.5% | 28.87 | 34.3% | 2.3% |
| 65Δ | 27.65 | 12.2% | 1.3% | 29.43 | 38.4% | 2.1% |
| 70Δ | 27.52 | 11.8% | 1.1% | 30.15 | 44.0% | 1.9% |
| 75Δ | 27.40 | 11.4% | 1.0% | 31.37 | 53.1% | 1.7% |
| 80Δ | 27.27 | 11.0% | 0.8% | 34.06 | 73.3% | 1.7% |
No recorded observations