Share price$28.74
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:33.746Z
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 · 2026-10-23T00:00:00.1784924Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.08 | 63.8% | 20.4% | 25.23 | 61.8% | 14.3% |
| 25Δ | 32.13 | 51.3% | 13.8% | 26.54 | 48.1% | 9.8% |
| 30Δ | 30.91 | 41.9% | 9.7% | 27.30 | 40.6% | 7.3% |
| 35Δ | 30.16 | 35.9% | 7.2% | 27.87 | 35.6% | 5.5% |
| 40Δ | 29.69 | 32.2% | 5.7% | 28.25 | 32.6% | 4.4% |
| 45Δ | 29.29 | 29.3% | 4.5% | 28.58 | 30.1% | 3.5% |
| 50Δ | 28.94 | 26.7% | 3.6% | 28.91 | 27.6% | 2.6% |
| 55Δ | 28.72 | 25.0% | 3.0% | 29.17 | 26.1% | 2.1% |
| 60Δ | 28.51 | 23.3% | 2.5% | 29.40 | 24.9% | 1.7% |
| 65Δ | 28.29 | 21.6% | 2.0% | 29.63 | 23.8% | 1.3% |
| 70Δ | 28.07 | 20.0% | 1.5% | 29.86 | 22.6% | 0.9% |
| 75Δ | 27.79 | 19.6% | 1.2% | 30.22 | 23.1% | 0.6% |
| 80Δ | 27.48 | 19.9% | 1.0% | 30.80 | 26.2% | 0.5% |
No recorded observations