Share price$36.74
1D+2.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T18:46:19.274Z
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 · 2026-10-23T18:43:37.670408706Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.85 | 102.1% | 35.8% | 30.43 | 96.6% | 20.6% |
| 25Δ | 46.47 | 101.0% | 30.2% | 31.77 | 95.9% | 18.3% |
| 30Δ | 44.37 | 100.0% | 25.4% | 33.10 | 95.3% | 15.9% |
| 35Δ | 42.74 | 99.2% | 22.0% | 34.43 | 94.7% | 13.6% |
| 40Δ | 41.10 | 98.5% | 18.6% | 35.72 | 94.6% | 11.8% |
| 45Δ | 39.58 | 97.8% | 15.7% | 36.98 | 94.9% | 10.3% |
| 50Δ | 38.30 | 97.5% | 13.6% | 38.23 | 95.3% | 8.9% |
| 55Δ | 37.01 | 97.1% | 11.6% | 39.49 | 95.6% | 7.5% |
| 60Δ | 35.72 | 96.7% | 9.5% | 40.93 | 95.9% | 6.3% |
| 65Δ | 34.53 | 94.4% | 7.7% | 42.50 | 96.1% | 5.2% |
| 70Δ | 33.48 | 89.8% | 6.3% | 44.06 | 96.4% | 4.2% |
| 75Δ | 32.42 | 85.1% | 5.0% | 46.52 | 101.4% | 3.3% |
| 80Δ | 31.36 | 80.4% | 3.6% | 50.52 | 113.5% | 2.6% |
No recorded observations