Share price$29.14
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:37.805Z
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 · 2026-10-22T22:36:32.068995828Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.81 | 44.2% | 13.9% | 26.36 | 46.0% | 11.0% |
| 25Δ | 29.93 | 12.1% | 3.3% | 27.37 | 36.9% | 7.7% |
| 30Δ | 29.79 | 12.7% | 3.0% | 28.04 | 30.8% | 5.5% |
| 35Δ | 29.65 | 13.3% | 2.8% | 28.42 | 25.7% | 4.1% |
| 40Δ | 29.51 | 13.8% | 2.6% | 28.81 | 20.6% | 2.8% |
| 45Δ | 29.37 | 14.4% | 2.4% | 29.12 | 18.7% | 2.0% |
| 50Δ | 29.23 | 15.0% | 2.1% | 29.35 | 20.0% | 1.8% |
| 55Δ | 29.09 | 15.6% | 1.9% | 29.58 | 21.3% | 1.6% |
| 60Δ | 28.94 | 15.8% | 1.7% | 29.82 | 22.6% | 1.4% |
| 65Δ | 28.75 | 15.4% | 1.4% | 30.10 | 24.2% | 1.2% |
| 70Δ | 28.57 | 15.0% | 1.1% | 30.58 | 27.2% | 1.1% |
| 75Δ | 28.39 | 14.5% | 0.9% | 31.14 | 31.0% | 0.9% |
| 80Δ | 28.20 | 14.1% | 0.6% | |||
No recorded observations