Share price$36.28
1D-1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T01:37:58.915Z
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 · 2026-10-22T23:00:00.003014594Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 54.03 | 126.4% | 52.0% | 32.99 | 34.0% | 10.2% |
| 25Δ | 52.08 | 116.6% | 46.9% | 33.88 | 32.8% | 8.1% |
| 30Δ | 50.14 | 106.8% | 41.8% | 34.77 | 31.5% | 5.9% |
| 35Δ | 48.19 | 97.1% | 36.7% | 35.34 | 31.1% | 5.0% |
| 40Δ | 46.24 | 87.3% | 31.6% | 35.79 | 31.0% | 4.6% |
| 45Δ | 44.30 | 77.5% | 26.5% | 36.25 | 30.8% | 4.1% |
| 50Δ | 42.35 | 67.7% | 21.4% | 36.70 | 30.7% | 3.6% |
| 55Δ | 40.41 | 58.0% | 16.3% | 37.16 | 30.5% | 3.2% |
| 60Δ | 38.46 | 48.2% | 11.2% | 37.61 | 30.4% | 2.7% |
| 65Δ | 36.51 | 38.4% | 6.1% | 38.07 | 30.2% | 2.2% |
| 70Δ | 34.68 | 33.2% | 2.1% | 38.52 | 30.1% | 1.7% |
| 75Δ | 33.25 | 44.0% | 2.0% | 38.98 | 29.9% | 1.3% |
| 80Δ | 31.82 | 54.7% | 1.9% | 39.43 | 29.8% | 0.8% |
No recorded observations