Share price$36.20
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:35:16.540Z
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 · 2026-10-22T21:26:38.098552765Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.15 | 56.5% | 18.1% | 30.88 | 78.8% | 17.5% |
| 25Δ | 39.38 | 39.1% | 10.3% | 32.39 | 70.5% | 13.8% |
| 30Δ | 38.72 | 39.6% | 9.0% | 33.28 | 73.7% | 12.5% |
| 35Δ | 38.28 | 42.5% | 8.4% | 34.21 | 75.7% | 11.2% |
| 40Δ | 37.78 | 44.1% | 7.7% | 35.20 | 74.9% | 9.6% |
| 45Δ | 37.16 | 43.3% | 6.5% | 36.18 | 76.3% | 8.4% |
| 50Δ | 36.59 | 41.8% | 5.4% | 37.26 | 80.3% | 7.6% |
| 55Δ | 36.03 | 40.0% | 4.4% | 38.47 | 83.5% | 6.6% |
| 60Δ | 35.46 | 42.3% | 3.9% | 40.07 | 91.4% | 6.0% |
| 65Δ | 34.90 | 43.7% | 3.4% | 41.95 | 97.8% | 5.3% |
| 70Δ | 34.42 | 41.1% | 2.7% | |||
| 75Δ | 33.94 | 38.7% | 2.0% | |||
| 80Δ | 33.38 | 37.6% | 1.6% | |||
No recorded observations