Share price$39.60
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:21.446Z
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 · 2026-10-22T20:10:00.003270169Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.31 | 80.1% | 26.8% | 34.50 | 67.0% | 15.2% |
| 25Δ | 45.04 | 58.6% | 16.0% | 36.29 | 53.5% | 10.8% |
| 30Δ | 42.87 | 45.5% | 10.5% | 37.47 | 44.7% | 7.9% |
| 35Δ | 41.69 | 38.1% | 7.7% | 38.29 | 39.3% | 6.1% |
| 40Δ | 40.88 | 33.0% | 5.7% | 38.94 | 35.4% | 4.7% |
| 45Δ | 40.35 | 30.0% | 4.6% | 39.39 | 31.3% | 3.6% |
| 50Δ | 39.88 | 27.3% | 3.6% | 39.82 | 27.3% | 2.6% |
| 55Δ | 39.54 | 25.4% | 3.0% | |||
| 60Δ | 39.20 | 23.5% | 2.4% | |||
| 65Δ | 38.90 | 21.8% | 1.9% | |||
| 70Δ | 38.66 | 20.3% | 1.6% | |||
| 75Δ | 38.43 | 18.9% | 1.3% | |||
| 80Δ | 38.19 | 17.4% | 0.9% | |||
No recorded observations