Share price$38.19
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:05.718Z
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 · 2026-10-22T20:00:01.144475819Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.92 | 160.6% | 30.5% | |||
| 25Δ | 56.02 | 145.4% | 51.7% | 31.75 | 129.4% | 23.2% |
| 30Δ | 50.96 | 139.3% | 39.6% | 34.12 | 104.1% | 17.0% |
| 35Δ | 45.26 | 108.9% | 24.7% | 35.56 | 89.5% | 13.5% |
| 40Δ | 43.85 | 102.8% | 22.2% | 36.45 | 81.2% | 11.4% |
| 45Δ | 42.63 | 97.9% | 20.2% | 37.34 | 72.8% | 9.4% |
| 50Δ | 41.42 | 93.0% | 18.3% | 38.23 | 64.5% | 7.3% |
| 55Δ | 40.21 | 88.1% | 16.4% | 39.12 | 56.2% | 5.3% |
| 60Δ | 38.99 | 83.2% | 14.4% | 40.01 | 48.0% | 3.2% |
| 65Δ | 37.78 | 78.3% | 12.5% | 41.51 | 54.4% | 2.9% |
| 70Δ | 36.57 | 73.4% | 10.6% | 43.02 | 60.8% | 2.5% |
| 75Δ | 35.35 | 68.5% | 8.7% | 44.52 | 67.3% | 2.2% |
| 80Δ | 34.14 | 63.7% | 6.7% | 48.50 | 85.3% | 2.0% |
No recorded observations