Share price$29.25
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:33:34.371Z
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 · 2026-10-23T00:00:00.02197851Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.93 | 44.3% | 13.9% | 26.48 | 46.1% | 11.0% |
| 25Δ | 29.98 | 10.9% | 3.0% | 27.46 | 37.3% | 7.7% |
| 30Δ | 29.85 | 11.3% | 2.7% | 28.12 | 31.0% | 5.6% |
| 35Δ | 29.72 | 11.7% | 2.5% | 28.55 | 25.4% | 4.1% |
| 40Δ | 29.59 | 12.1% | 2.3% | 28.98 | 19.7% | 2.5% |
| 45Δ | 29.46 | 12.5% | 2.1% | 29.24 | 21.0% | 2.3% |
| 50Δ | 29.33 | 12.9% | 1.9% | 29.48 | 22.5% | 2.1% |
| 55Δ | 29.21 | 13.3% | 1.7% | 29.72 | 24.1% | 1.9% |
| 60Δ | 29.08 | 13.7% | 1.5% | 29.97 | 25.6% | 1.6% |
| 65Δ | 30.43 | 28.8% | 1.5% | |||
| 70Δ | 30.92 | 32.2% | 1.3% | |||
| 75Δ | 31.94 | 40.9% | 1.3% | |||
| 80Δ | ||||||
No recorded observations