Share price$28.78
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:23:55.618Z
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 · 2026-10-22T20:00:00.657945758Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.83 | 205.4% | 36.1% | |||
| 25Δ | 23.28 | 165.2% | 27.6% | |||
| 30Δ | 25.27 | 132.6% | 20.7% | |||
| 35Δ | 38.50 | 162.6% | 42.3% | 26.17 | 118.2% | 17.6% |
| 40Δ | 33.36 | 111.3% | 23.2% | 27.07 | 103.9% | 14.5% |
| 45Δ | 29.81 | 55.5% | 8.6% | 27.97 | 89.5% | 11.4% |
| 50Δ | 29.20 | 55.4% | 7.7% | 28.87 | 75.2% | 8.3% |
| 55Δ | 28.59 | 55.3% | 6.8% | 29.77 | 60.8% | 5.2% |
| 60Δ | 27.98 | 55.2% | 5.9% | 31.23 | 61.6% | 4.0% |
| 65Δ | 27.37 | 55.2% | 5.0% | 32.87 | 67.5% | 3.5% |
| 70Δ | 26.75 | 55.1% | 4.2% | 34.52 | 73.4% | 3.0% |
| 75Δ | 26.14 | 55.0% | 3.3% | 36.16 | 79.3% | 2.4% |
| 80Δ | 25.53 | 54.9% | 2.4% | 37.81 | 85.2% | 1.9% |
No recorded observations