Share price$38.22
1D+2.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:51:17.464Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-22T18:49:12.980639064Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 44.41 | 44.6% | 22.8% | |||
| 45Δ | 43.52 | 41.5% | 20.8% | |||
| 50Δ | 42.62 | 38.4% | 18.8% | |||
| 55Δ | 41.72 | 35.2% | 16.8% | |||
| 60Δ | 40.83 | 32.1% | 14.8% | |||
| 65Δ | 39.93 | 29.0% | 12.8% | |||
| 70Δ | 39.04 | 25.8% | 10.8% | |||
| 75Δ | 38.14 | 22.7% | 8.8% | |||
| 80Δ | 37.24 | 19.6% | 6.8% | |||
No recorded observations