Share price$38.24
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:22:12.228Z
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 · 2026-10-22T23:00:00.002356409Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.97 | 162.6% | 30.7% | |||
| 25Δ | 32.12 | 127.0% | 22.4% | |||
| 30Δ | 34.31 | 103.2% | 16.7% | |||
| 35Δ | 45.81 | 114.7% | 26.2% | 35.41 | 89.7% | 13.7% |
| 40Δ | 44.29 | 103.6% | 22.4% | 36.03 | 80.9% | 12.0% |
| 45Δ | 43.43 | 95.9% | 20.3% | 36.65 | 72.0% | 10.2% |
| 50Δ | 42.57 | 88.2% | 18.3% | 37.27 | 63.1% | 8.5% |
| 55Δ | 41.70 | 80.5% | 16.2% | 37.89 | 54.2% | 6.7% |
| 60Δ | 40.84 | 72.9% | 14.1% | 38.51 | 45.3% | 5.0% |
| 65Δ | 39.98 | 65.2% | 12.1% | 39.13 | 36.4% | 3.2% |
| 70Δ | 39.12 | 57.5% | 10.0% | 39.75 | 27.5% | 1.5% |
| 75Δ | 38.26 | 49.8% | 8.0% | 40.55 | 25.9% | 0.7% |
| 80Δ | 37.40 | 42.1% | 5.9% | 41.46 | 29.0% | 0.5% |
No recorded observations