Share price$35.52
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:29:11.212Z
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 · 2026-10-23T00:00:00.086870049Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.77 | 60.9% | 19.4% | 31.62 | 55.7% | 12.9% |
| 25Δ | 39.11 | 44.8% | 11.9% | 32.96 | 45.6% | 9.2% |
| 30Δ | 37.86 | 37.1% | 8.5% | 33.83 | 39.3% | 7.0% |
| 35Δ | 37.12 | 33.2% | 6.6% | 34.45 | 34.6% | 5.4% |
| 40Δ | 36.60 | 30.2% | 5.3% | 35.01 | 30.3% | 4.0% |
| 45Δ | 36.12 | 27.4% | 4.2% | 35.35 | 28.4% | 3.3% |
| 50Δ | 35.75 | 26.2% | 3.5% | 35.68 | 26.5% | 2.6% |
| 55Δ | 35.43 | 25.5% | 2.9% | 36.01 | 24.7% | 1.9% |
| 60Δ | 35.10 | 24.8% | 2.4% | 36.28 | 23.7% | 1.6% |
| 65Δ | 34.76 | 24.7% | 2.0% | 36.55 | 22.7% | 1.2% |
| 70Δ | 34.42 | 24.8% | 1.7% | 36.82 | 21.7% | 0.8% |
| 75Δ | 34.08 | 24.9% | 1.4% | 37.16 | 21.3% | 0.5% |
| 80Δ | 33.54 | 26.5% | 1.1% | 37.62 | 22.0% | 0.3% |
No recorded observations