Share price$39.58
1D+1.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:27.832Z
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 · 2026-10-22T20:00:01.0980865Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.33 | 41.1% | 13.3% | 35.82 | 44.2% | 11.2% |
| 25Δ | 43.60 | 41.1% | 12.0% | 36.52 | 44.2% | 10.0% |
| 30Δ | 42.87 | 41.0% | 10.6% | 37.22 | 44.2% | 8.9% |
| 35Δ | 42.14 | 40.9% | 9.3% | 37.92 | 44.2% | 7.7% |
| 40Δ | 41.42 | 40.9% | 7.9% | 38.62 | 44.2% | 6.6% |
| 45Δ | 40.69 | 40.8% | 6.6% | 39.32 | 44.2% | 5.4% |
| 50Δ | 39.96 | 40.8% | 5.3% | 40.02 | 44.2% | 4.3% |
| 55Δ | 39.27 | 41.2% | 4.7% | 40.95 | 46.2% | 3.8% |
| 60Δ | 38.59 | 41.5% | 4.1% | 41.88 | 48.2% | 3.3% |
| 65Δ | 37.90 | 41.9% | 3.6% | 42.81 | 50.2% | 2.8% |
| 70Δ | 37.22 | 42.3% | 3.0% | 43.74 | 52.2% | 2.3% |
| 75Δ | 36.53 | 42.7% | 2.4% | 44.67 | 54.2% | 1.8% |
| 80Δ | 35.85 | 43.1% | 1.9% | 47.46 | 65.4% | 1.5% |
No recorded observations