Share price$36.70
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:18:53.494Z
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 · 2026-10-22T23:25:32.154912928Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.60 | 38.6% | 11.8% | 33.57 | 41.9% | 9.9% |
| 25Δ | 39.31 | 32.0% | 8.4% | 34.64 | 34.5% | 7.1% |
| 30Δ | 38.58 | 28.7% | 6.6% | 35.34 | 29.3% | 5.3% |
| 35Δ | 38.01 | 26.7% | 5.3% | 35.86 | 26.1% | 4.1% |
| 40Δ | 37.64 | 26.3% | 4.6% | 36.24 | 25.3% | 3.4% |
| 45Δ | 37.27 | 26.0% | 4.0% | 36.58 | 25.4% | 2.9% |
| 50Δ | 36.90 | 26.2% | 3.4% | 36.91 | 25.5% | 2.4% |
| 55Δ | 36.52 | 28.1% | 3.1% | 37.18 | 24.2% | 2.0% |
| 60Δ | 36.14 | 30.0% | 2.8% | 37.42 | 22.5% | 1.6% |
| 65Δ | 35.73 | 30.7% | 2.5% | 37.66 | 20.8% | 1.2% |
| 70Δ | 35.29 | 30.8% | 2.1% | 37.90 | 19.1% | 0.7% |
| 75Δ | 34.58 | 35.1% | 1.8% | 38.67 | 24.1% | 0.6% |
| 80Δ | 33.49 | 42.5% | 1.7% | 39.72 | 28.4% | 0.5% |
No recorded observations