Share price$36.03
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:46:55.782Z
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 · 2026-10-23T16:46:30.832221887Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.22 | 42.5% | 12.9% | 30.61 | 81.4% | 17.9% |
| 25Δ | 39.48 | 42.8% | 11.3% | 32.02 | 77.0% | 14.7% |
| 30Δ | 38.83 | 43.4% | 10.0% | 33.10 | 75.4% | 12.6% |
| 35Δ | 38.18 | 44.0% | 8.7% | 34.25 | 67.9% | 10.0% |
| 40Δ | 37.41 | 39.2% | 6.7% | 35.13 | 73.9% | 9.3% |
| 45Δ | 36.78 | 36.2% | 5.3% | 36.02 | 80.0% | 8.7% |
| 50Δ | 36.32 | 37.2% | 4.7% | 37.27 | 86.8% | 8.0% |
| 55Δ | 35.87 | 37.4% | 4.1% | 38.57 | 92.3% | 7.2% |
| 60Δ | 35.44 | 35.7% | 3.4% | 40.24 | 99.1% | 6.4% |
| 65Δ | 35.01 | 34.0% | 2.6% | 42.58 | 109.7% | 5.8% |
| 70Δ | 34.53 | 34.1% | 2.2% | |||
| 75Δ | 34.05 | 34.2% | 1.8% | |||
| 80Δ | 33.62 | 32.5% | 1.4% | |||
No recorded observations