Share price$29.50
1D-1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-24T12:07:17.629Z
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 · 2026-10-23T21:51:59.264229154Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-24T12:07:17.855770+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.41 | 164.9% | 30.4% | |||
| 25Δ | 24.19 | 163.7% | 26.5% | |||
| 30Δ | 25.85 | 168.3% | 23.8% | |||
| 35Δ | 27.54 | 168.0% | 20.9% | |||
| 40Δ | 29.25 | 168.0% | 18.3% | |||
| 45Δ | 30.93 | 165.3% | 15.7% | |||
| 50Δ | 33.72 | 188.0% | 29.6% | 32.91 | 169.1% | 13.8% |
| 55Δ | 31.69 | 190.1% | 25.2% | |||
| 60Δ | 29.68 | 190.5% | 20.9% | |||
| 65Δ | 27.70 | 189.6% | 17.0% | |||
| 70Δ | 25.78 | 191.4% | 13.7% | |||
| 75Δ | 23.82 | 193.7% | 10.8% | |||
| 80Δ | 21.71 | 199.2% | 8.3% | |||
No recorded observations