Share price$35.24
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:51:10.199Z
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 · 2026-10-23T14:20:54.467272151Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.50 | 62.0% | 19.6% | 31.11 | 58.4% | 13.6% |
| 25Δ | 40.28 | 55.2% | 16.3% | 31.60 | 55.1% | 12.5% |
| 30Δ | 39.45 | 50.6% | 14.1% | 32.09 | 51.8% | 11.4% |
| 35Δ | 38.62 | 46.1% | 12.0% | 32.58 | 48.6% | 10.3% |
| 40Δ | 37.79 | 41.6% | 9.9% | 33.07 | 45.3% | 9.2% |
| 45Δ | 36.96 | 37.0% | 7.8% | 33.56 | 42.0% | 8.1% |
| 50Δ | 36.13 | 32.5% | 5.6% | 34.05 | 38.7% | 6.9% |
| 55Δ | 35.30 | 27.9% | 3.5% | 34.54 | 35.4% | 5.8% |
| 60Δ | 34.72 | 28.0% | 2.6% | 35.03 | 32.1% | 4.7% |
| 65Δ | 34.29 | 30.7% | 2.4% | 35.52 | 28.9% | 3.6% |
| 70Δ | 33.79 | 33.0% | 2.1% | 36.01 | 25.6% | 2.5% |
| 75Δ | 33.17 | 34.6% | 1.8% | 36.50 | 22.3% | 1.4% |
| 80Δ | 32.54 | 36.1% | 1.5% | 37.00 | 19.0% | 0.3% |
No recorded observations