Share price$36.40
1D+1.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:48:05.182Z
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 · 2026-10-23T15:47:57.925039292Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 47.89 | 98.2% | 34.3% | 30.24 | 95.2% | 20.3% |
| 25Δ | 45.65 | 98.5% | 29.0% | 31.53 | 94.4% | 18.0% |
| 30Δ | 43.80 | 97.5% | 24.9% | 32.82 | 93.7% | 15.8% |
| 35Δ | 42.12 | 95.9% | 21.2% | 34.10 | 92.9% | 13.5% |
| 40Δ | 40.43 | 94.4% | 17.6% | 35.39 | 92.8% | 11.5% |
| 45Δ | 39.08 | 94.1% | 15.1% | 36.68 | 94.4% | 10.2% |
| 50Δ | 37.84 | 94.1% | 13.1% | 37.97 | 95.9% | 8.9% |
| 55Δ | 36.61 | 94.1% | 11.1% | 39.26 | 97.5% | 7.6% |
| 60Δ | 35.37 | 94.2% | 9.1% | 40.73 | 99.0% | 6.4% |
| 65Δ | 34.20 | 92.3% | 7.6% | 42.46 | 100.4% | 5.4% |
| 70Δ | 33.07 | 89.6% | 6.2% | 44.18 | 101.9% | 4.3% |
| 75Δ | 31.93 | 87.0% | 4.8% | 47.10 | 109.3% | 3.5% |
| 80Δ | 30.80 | 84.3% | 3.4% | 51.09 | 119.4% | 2.8% |
No recorded observations