Share price$27.81
1D-0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-24T17:18:47.705Z
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 · 2026-10-24T00:00:06.44054243Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.16 | 78.2% | 25.0% | 24.34 | 66.2% | 14.7% |
| 25Δ | 31.42 | 57.5% | 15.1% | 25.55 | 53.0% | 10.4% |
| 30Δ | 29.96 | 44.4% | 9.9% | 26.24 | 45.4% | 8.1% |
| 35Δ | 29.18 | 36.9% | 7.2% | 26.67 | 41.0% | 6.7% |
| 40Δ | 28.72 | 32.9% | 5.7% | 27.10 | 36.5% | 5.3% |
| 45Δ | 28.34 | 29.9% | 4.5% | 27.54 | 32.0% | 3.9% |
| 50Δ | 27.98 | 27.0% | 3.4% | 27.97 | 27.6% | 2.6% |
| 55Δ | 27.77 | 25.7% | 3.0% | 28.18 | 25.8% | 2.1% |
| 60Δ | 27.55 | 24.4% | 2.5% | 28.37 | 24.3% | 1.7% |
| 65Δ | 27.33 | 23.0% | 2.0% | 28.56 | 22.7% | 1.3% |
| 70Δ | 27.12 | 21.7% | 1.6% | 28.75 | 21.2% | 0.9% |
| 75Δ | 26.87 | 20.8% | 1.2% | 28.94 | 19.6% | 0.5% |
| 80Δ | 26.60 | 20.5% | 1.0% | 29.62 | 24.6% | 0.4% |
No recorded observations