Share price$28.14
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:47:50.043Z
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 · 2026-10-22T20:10:06.467797827Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.49 | 74.7% | 24.7% | 24.64 | 64.0% | 14.6% |
| 25Δ | 31.74 | 54.9% | 14.9% | 25.96 | 49.3% | 10.0% |
| 30Δ | 30.32 | 42.6% | 9.9% | 26.51 | 44.2% | 8.2% |
| 35Δ | 29.54 | 35.1% | 7.1% | 27.03 | 39.5% | 6.6% |
| 40Δ | 28.96 | 29.5% | 5.2% | 27.55 | 34.7% | 4.9% |
| 45Δ | 28.67 | 27.3% | 4.3% | 28.03 | 30.4% | 3.4% |
| 50Δ | 28.38 | 25.1% | 3.5% | 28.29 | 28.7% | 2.9% |
| 55Δ | 28.10 | 22.9% | 2.7% | 28.54 | 27.0% | 2.3% |
| 60Δ | 27.91 | 21.1% | 2.3% | 28.79 | 25.2% | 1.7% |
| 65Δ | 27.79 | 19.4% | 2.0% | 29.06 | 24.0% | 1.2% |
| 70Δ | 27.66 | 17.8% | 1.7% | 29.42 | 25.0% | 0.9% |
| 75Δ | 27.53 | 16.2% | 1.5% | 29.79 | 26.1% | 0.7% |
| 80Δ | 27.40 | 14.5% | 1.2% | 30.53 | 31.0% | 0.6% |
No recorded observations