Share price$25.15
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-29T23:20:20.684Z
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 · 2026-10-29T22:30:00.000934183Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-29T23:20:20.667938+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 21.39 | 91.7% | 17.7% | |||
| 25Δ | 29.63 | 84.4% | 20.6% | 22.68 | 73.3% | 12.7% |
| 30Δ | 27.82 | 65.8% | 13.4% | 23.51 | 62.6% | 9.7% |
| 35Δ | 26.88 | 56.6% | 9.9% | 24.14 | 54.3% | 7.4% |
| 40Δ | 26.23 | 49.6% | 7.5% | 24.59 | 48.5% | 5.8% |
| 45Δ | 25.77 | 45.0% | 5.9% | 25.02 | 42.9% | 4.3% |
| 50Δ | 25.40 | 41.8% | 4.8% | 25.28 | 40.0% | 3.6% |
| 55Δ | 25.04 | 38.7% | 3.7% | 25.54 | 37.1% | 2.9% |
| 60Δ | 24.78 | 36.5% | 3.1% | 25.81 | 34.2% | 2.1% |
| 65Δ | 24.54 | 34.4% | 2.5% | 26.08 | 31.9% | 1.5% |
| 70Δ | 24.30 | 32.3% | 2.0% | 26.36 | 31.5% | 1.2% |
| 75Δ | 24.05 | 30.2% | 1.4% | 26.65 | 31.0% | 0.9% |
| 80Δ | 23.71 | 30.0% | 1.1% | 26.94 | 30.5% | 0.6% |
No recorded observations