Share price$37.27
1D-0.2%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T22:48:26.385Z
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 · 2026-10-22T20:00:00.520103921Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T22:38:34.035466+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.59 | 41.7% | 12.8% | 34.38 | 37.6% | 9.0% |
| 25Δ | 40.26 | 34.6% | 9.4% | 35.38 | 30.6% | 6.4% |
| 30Δ | 39.19 | 28.6% | 6.6% | 36.08 | 26.0% | 4.6% |
| 35Δ | 38.60 | 25.5% | 5.2% | 36.48 | 23.7% | 3.7% |
| 40Δ | 38.12 | 23.0% | 4.1% | 36.88 | 21.4% | 2.8% |
| 45Δ | 37.79 | 21.5% | 3.4% | 37.17 | 20.1% | 2.3% |
| 50Δ | 37.51 | 20.4% | 2.8% | 37.41 | 19.3% | 1.9% |
| 55Δ | 37.22 | 19.3% | 2.3% | 37.65 | 18.4% | 1.5% |
| 60Δ | 36.94 | 18.4% | 1.8% | 37.89 | 17.6% | 1.1% |
| 65Δ | 36.67 | 18.5% | 1.6% | 38.19 | 17.7% | 0.8% |
| 70Δ | 36.39 | 18.6% | 1.4% | 38.53 | 18.4% | 0.6% |
| 75Δ | 36.12 | 18.7% | 1.1% | 38.86 | 19.2% | 0.5% |
| 80Δ | 35.63 | 20.4% | 0.9% | 39.41 | 21.0% | 0.3% |
No recorded observations