Share price$28.64
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T00:24:09.745Z
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 · 2026-10-23T20:00:00.07810765Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.97 | 165.1% | 29.7% | |||
| 25Δ | 39.50 | 133.5% | 42.5% | 25.37 | 75.4% | 14.9% |
| 30Δ | 36.48 | 106.0% | 31.6% | 26.06 | 72.2% | 13.2% |
| 35Δ | 32.90 | 72.6% | 18.5% | 26.75 | 69.0% | 11.6% |
| 40Δ | 29.89 | 46.0% | 7.8% | 27.44 | 65.8% | 9.9% |
| 45Δ | 29.30 | 47.9% | 7.2% | 28.13 | 62.6% | 8.3% |
| 50Δ | 28.71 | 49.8% | 6.5% | 28.82 | 59.4% | 6.6% |
| 55Δ | 28.12 | 51.6% | 5.8% | 29.51 | 56.2% | 5.0% |
| 60Δ | 27.54 | 53.5% | 5.1% | 30.23 | 53.9% | 3.6% |
| 65Δ | 26.95 | 55.4% | 4.4% | 31.04 | 53.8% | 3.1% |
| 70Δ | 26.36 | 57.3% | 3.7% | 31.84 | 53.7% | 2.5% |
| 75Δ | 25.77 | 59.2% | 3.0% | 32.64 | 53.6% | 2.0% |
| 80Δ | 25.18 | 61.1% | 2.3% | 33.44 | 53.5% | 1.4% |
No recorded observations