Share price$36.48
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:34:54.121Z
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 · 2026-10-22T16:33:41.586909352Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.96 | 61.0% | 19.6% | 31.48 | 71.9% | 16.2% |
| 25Δ | 39.71 | 39.8% | 10.5% | 32.73 | 68.3% | 13.5% |
| 30Δ | 39.22 | 42.2% | 9.7% | 33.61 | 71.3% | 12.2% |
| 35Δ | 38.64 | 43.1% | 8.6% | 34.51 | 74.7% | 11.0% |
| 40Δ | 38.01 | 42.8% | 7.4% | 35.46 | 75.6% | 9.7% |
| 45Δ | 37.41 | 41.4% | 6.3% | 36.47 | 77.0% | 8.5% |
| 50Δ | 36.84 | 39.8% | 5.2% | 37.56 | 80.6% | 7.6% |
| 55Δ | 36.34 | 37.5% | 4.2% | 38.78 | 83.9% | 6.7% |
| 60Δ | 35.81 | 37.1% | 3.5% | 40.07 | 85.9% | 5.7% |
| 65Δ | 35.22 | 40.8% | 3.2% | 42.23 | 97.1% | 5.2% |
| 70Δ | 34.63 | 41.9% | 2.7% | |||
| 75Δ | 34.04 | 41.6% | 2.2% | |||
| 80Δ | 33.45 | 40.4% | 1.7% | |||
No recorded observations