Share price$29.27
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:40.126Z
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 · 2026-10-22T20:00:00.253909344Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.81 | 43.3% | 13.4% | 26.95 | 38.7% | 9.2% |
| 25Δ | 31.48 | 33.4% | 8.9% | 27.85 | 29.5% | 6.1% |
| 30Δ | 30.77 | 28.1% | 6.5% | 28.27 | 26.8% | 4.9% |
| 35Δ | 30.30 | 24.6% | 5.1% | 28.60 | 25.4% | 4.0% |
| 40Δ | 29.91 | 22.3% | 3.9% | 28.93 | 23.9% | 3.2% |
| 45Δ | 29.68 | 21.9% | 3.5% | 29.20 | 23.8% | 2.7% |
| 50Δ | 29.45 | 21.5% | 3.0% | 29.45 | 24.1% | 2.3% |
| 55Δ | 29.21 | 21.1% | 2.5% | 29.70 | 24.3% | 2.0% |
| 60Δ | 28.97 | 20.8% | 2.0% | 29.96 | 24.5% | 1.6% |
| 65Δ | 28.70 | 21.3% | 1.8% | 30.34 | 25.2% | 1.3% |
| 70Δ | 28.43 | 21.9% | 1.5% | 30.75 | 25.9% | 1.0% |
| 75Δ | 28.16 | 22.4% | 1.3% | 31.16 | 26.6% | 0.8% |
| 80Δ | 27.76 | 24.1% | 1.1% | 31.57 | 27.3% | 0.5% |
No recorded observations