Share price$39.15
1D+0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:32:34.758Z
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 · 2026-10-22T18:32:30.242083453Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.06 | 41.2% | 13.8% | 35.64 | 41.3% | 10.5% |
| 25Δ | 43.24 | 40.1% | 12.1% | 36.27 | 41.0% | 9.4% |
| 30Δ | 42.42 | 39.0% | 10.4% | 36.91 | 40.7% | 8.4% |
| 35Δ | 41.60 | 37.9% | 8.7% | 37.54 | 40.4% | 7.3% |
| 40Δ | 40.78 | 36.8% | 7.0% | 38.17 | 40.1% | 6.3% |
| 45Δ | 39.97 | 35.8% | 5.3% | 38.81 | 39.7% | 5.2% |
| 50Δ | 39.29 | 37.7% | 4.9% | 39.44 | 39.4% | 4.2% |
| 55Δ | 38.60 | 39.6% | 4.4% | 40.24 | 39.8% | 3.2% |
| 60Δ | 37.92 | 41.4% | 3.9% | 42.31 | 46.0% | 2.8% |
| 65Δ | 37.24 | 43.3% | 3.4% | 44.39 | 52.1% | 2.5% |
| 70Δ | 36.56 | 45.2% | 2.9% | 46.47 | 58.3% | 2.1% |
| 75Δ | 35.88 | 47.1% | 2.4% | 48.54 | 64.4% | 1.7% |
| 80Δ | 35.20 | 48.9% | 1.9% | 50.62 | 70.5% | 1.3% |
No recorded observations