Share price$29.35
1D-0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:44:00.895Z
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 · 2026-10-23T16:34:31.276120331Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.87 | 43.7% | 13.3% | 26.47 | 45.1% | 11.1% |
| 25Δ | 31.66 | 34.0% | 9.2% | 27.13 | 38.9% | 9.0% |
| 30Δ | 30.96 | 27.5% | 6.8% | 27.80 | 32.7% | 6.8% |
| 35Δ | 30.27 | 21.1% | 4.4% | 28.46 | 26.6% | 4.6% |
| 40Δ | 29.90 | 18.1% | 3.3% | 29.04 | 21.5% | 2.8% |
| 45Δ | 29.73 | 17.1% | 2.9% | 29.25 | 21.2% | 2.4% |
| 50Δ | 29.56 | 16.2% | 2.5% | 29.47 | 20.8% | 2.0% |
| 55Δ | 29.39 | 15.3% | 2.0% | 29.68 | 20.5% | 1.7% |
| 60Δ | 29.22 | 14.4% | 1.6% | 29.90 | 20.1% | 1.3% |
| 65Δ | 29.05 | 13.5% | 1.2% | 30.41 | 23.2% | 1.1% |
| 70Δ | 31.21 | 29.5% | 1.0% | |||
| 75Δ | 32.00 | 35.7% | 0.9% | |||
| 80Δ | 32.80 | 42.0% | 0.9% | |||
No recorded observations