Share price$35.78
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:59:23.211Z
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 · 2026-10-22T20:26:16.736443555Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.35 | 53.7% | 17.1% | 30.65 | 76.3% | 17.0% |
| 25Δ | 39.11 | 41.5% | 11.0% | 32.19 | 66.5% | 13.1% |
| 30Δ | 38.58 | 44.2% | 10.1% | 33.02 | 69.4% | 11.9% |
| 35Δ | 38.12 | 47.5% | 9.5% | 33.89 | 71.8% | 10.7% |
| 40Δ | 37.50 | 48.1% | 8.4% | 34.80 | 70.8% | 9.1% |
| 45Δ | 36.84 | 47.4% | 7.2% | 35.71 | 70.7% | 7.9% |
| 50Δ | 36.20 | 45.9% | 6.0% | 36.68 | 73.3% | 7.0% |
| 55Δ | 35.58 | 47.7% | 5.3% | 37.72 | 75.5% | 6.1% |
| 60Δ | 34.97 | 50.9% | 4.8% | 38.94 | 79.2% | 5.3% |
| 65Δ | 34.37 | 48.8% | 3.8% | 40.57 | 85.6% | 4.7% |
| 70Δ | 33.74 | 47.7% | 3.1% | 43.14 | 98.3% | 4.2% |
| 75Δ | 33.04 | 48.3% | 2.5% | |||
| 80Δ | 32.17 | 50.1% | 2.0% | |||
No recorded observations