Share price$35.52
1D-0.3%
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 2026-10-22T23:57:57.194Z
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 · 2026-10-22T22:30:00.003295479Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.77 | 60.7% | 19.4% | 31.62 | 55.6% | 12.9% |
| 25Δ | 39.11 | 44.7% | 11.9% | 32.96 | 45.5% | 9.2% |
| 30Δ | 37.86 | 36.9% | 8.5% | 33.83 | 39.2% | 7.0% |
| 35Δ | 37.12 | 33.1% | 6.6% | 34.45 | 34.5% | 5.4% |
| 40Δ | 36.60 | 30.1% | 5.3% | 35.01 | 30.2% | 4.0% |
| 45Δ | 36.12 | 27.3% | 4.2% | 35.35 | 28.2% | 3.3% |
| 50Δ | 35.75 | 26.0% | 3.5% | 35.69 | 26.2% | 2.6% |
| 55Δ | 35.43 | 25.2% | 2.9% | 36.02 | 24.3% | 1.9% |
| 60Δ | 35.11 | 24.4% | 2.4% | 36.29 | 23.3% | 1.6% |
| 65Δ | 34.77 | 24.2% | 2.0% | 36.56 | 22.4% | 1.2% |
| 70Δ | 34.43 | 24.3% | 1.7% | 36.83 | 21.4% | 0.8% |
| 75Δ | 34.09 | 24.4% | 1.4% | 37.18 | 21.1% | 0.5% |
| 80Δ | 33.55 | 25.9% | 1.1% | 37.64 | 21.8% | 0.3% |
No recorded observations