Share price$35.35
1D+2.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:35:39.984Z
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 · 2026-10-22T20:34:59.645433567Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.96 | 16.9% | 5.1% | 33.88 | 19.6% | 4.8% |
| 25Δ | 36.70 | 16.8% | 4.5% | 34.22 | 19.2% | 4.1% |
| 30Δ | 36.43 | 16.6% | 4.0% | 34.48 | 19.6% | 3.6% |
| 35Δ | 36.17 | 16.5% | 3.4% | 34.74 | 20.1% | 3.1% |
| 40Δ | 35.92 | 16.6% | 2.9% | 35.00 | 20.5% | 2.7% |
| 45Δ | 35.70 | 16.8% | 2.6% | 35.28 | 21.1% | 2.4% |
| 50Δ | 35.49 | 17.1% | 2.4% | 35.55 | 21.7% | 2.1% |
| 55Δ | 35.27 | 17.3% | 2.1% | 35.83 | 22.3% | 1.7% |
| 60Δ | 35.06 | 17.6% | 1.8% | 36.13 | 22.8% | 1.5% |
| 65Δ | 34.81 | 17.7% | 1.5% | 36.48 | 23.2% | 1.2% |
| 70Δ | 34.55 | 17.7% | 1.3% | 36.83 | 23.7% | 0.9% |
| 75Δ | 34.29 | 17.7% | 1.1% | 37.29 | 24.7% | 0.7% |
| 80Δ | 34.03 | 17.8% | 0.9% | 37.88 | 26.4% | 0.5% |
No recorded observations