Share price$36.62
1D-1.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:25.272Z
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 · 2026-10-22T20:49:48.922951882Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.55 | 38.7% | 11.9% | 33.52 | 41.4% | 9.8% |
| 25Δ | 39.24 | 32.0% | 8.4% | 34.55 | 34.4% | 7.1% |
| 30Δ | 38.52 | 29.1% | 6.7% | 35.28 | 28.9% | 5.2% |
| 35Δ | 37.96 | 27.4% | 5.4% | 35.78 | 25.8% | 4.1% |
| 40Δ | 37.58 | 27.1% | 4.7% | 36.18 | 24.5% | 3.3% |
| 45Δ | 37.20 | 26.8% | 4.1% | 36.50 | 24.5% | 2.8% |
| 50Δ | 36.82 | 27.6% | 3.6% | 36.82 | 24.5% | 2.4% |
| 55Δ | 36.43 | 29.6% | 3.3% | 37.10 | 23.7% | 1.9% |
| 60Δ | 36.05 | 31.7% | 3.0% | 37.31 | 22.0% | 1.5% |
| 65Δ | 35.60 | 32.2% | 2.6% | 37.53 | 20.3% | 1.2% |
| 70Δ | 35.15 | 32.4% | 2.1% | 37.75 | 18.6% | 0.8% |
| 75Δ | 34.19 | 41.0% | 2.1% | 37.96 | 16.9% | 0.4% |
| 80Δ | 33.22 | 45.7% | 1.8% | 39.13 | 25.1% | 0.4% |
No recorded observations