Share price$33.82
1D+2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:13:58.339Z
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 · 2026-10-22T20:00:00.994860788Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.18 | 123.7% | 48.6% | 30.64 | 43.3% | 11.1% |
| 25Δ | 45.89 | 104.5% | 38.9% | 31.20 | 43.0% | 10.0% |
| 30Δ | 42.60 | 85.3% | 29.2% | 31.77 | 42.7% | 9.0% |
| 35Δ | 39.32 | 66.1% | 19.5% | 32.34 | 42.4% | 7.9% |
| 40Δ | 36.03 | 46.9% | 9.8% | 32.91 | 42.1% | 6.8% |
| 45Δ | 34.60 | 41.3% | 6.3% | 33.48 | 41.8% | 5.8% |
| 50Δ | 34.01 | 42.0% | 5.7% | 34.05 | 41.5% | 4.7% |
| 55Δ | 33.43 | 42.6% | 5.1% | 34.61 | 41.2% | 3.7% |
| 60Δ | 32.84 | 43.2% | 4.4% | 35.39 | 42.9% | 2.8% |
| 65Δ | 32.26 | 43.9% | 3.8% | 36.62 | 49.0% | 2.5% |
| 70Δ | 31.67 | 44.5% | 3.2% | 37.85 | 55.1% | 2.2% |
| 75Δ | 31.09 | 45.2% | 2.6% | 39.08 | 61.2% | 1.9% |
| 80Δ | 30.50 | 45.8% | 2.0% | 40.98 | 69.6% | 1.6% |
No recorded observations