Share price$31.08
1D+2.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T22:56:06.208Z
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 · 2026-10-22T22:30:00.002331015Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.74 | 78.3% | 27.0% | 26.48 | 73.9% | 17.7% |
| 25Δ | 37.50 | 79.5% | 23.8% | 27.42 | 74.0% | 15.6% |
| 30Δ | 36.26 | 80.8% | 20.7% | 28.37 | 74.1% | 13.5% |
| 35Δ | 35.01 | 82.0% | 17.5% | 29.31 | 74.2% | 11.4% |
| 40Δ | 34.07 | 79.2% | 15.3% | 30.21 | 73.9% | 9.6% |
| 45Δ | 33.14 | 76.4% | 13.2% | 30.99 | 72.3% | 8.5% |
| 50Δ | 32.20 | 73.5% | 11.0% | 31.76 | 70.7% | 7.4% |
| 55Δ | 31.26 | 70.7% | 8.8% | 32.54 | 69.2% | 6.2% |
| 60Δ | 30.32 | 67.9% | 6.7% | 33.31 | 67.6% | 5.1% |
| 65Δ | 29.44 | 66.4% | 5.4% | 34.09 | 66.0% | 4.0% |
| 70Δ | 28.59 | 65.6% | 4.6% | 34.87 | 64.4% | 2.9% |
| 75Δ | 27.74 | 64.8% | 3.7% | 37.14 | 75.0% | 2.4% |
| 80Δ | 26.89 | 64.0% | 2.9% | 39.72 | 88.1% | 2.1% |
No recorded observations