Share price$41.20
1D+16.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:58.427Z
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 · 2026-10-22T20:41:30.721318785Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.05 | 34.2% | 10.4% | 34.61 | 86.4% | 19.1% |
| 25Δ | 44.59 | 32.4% | 9.5% | 36.05 | 88.7% | 17.0% |
| 30Δ | 44.18 | 30.7% | 8.7% | 37.38 | 91.6% | 15.4% |
| 35Δ | 43.77 | 29.1% | 7.9% | 38.70 | 94.6% | 13.7% |
| 40Δ | 43.35 | 27.4% | 7.1% | 40.04 | 97.7% | 12.1% |
| 45Δ | 42.94 | 25.7% | 6.3% | 41.93 | 106.7% | 11.2% |
| 50Δ | 42.53 | 24.0% | 5.5% | 43.83 | 115.7% | 10.4% |
| 55Δ | 42.11 | 22.3% | 4.8% | 46.60 | 131.3% | 9.8% |
| 60Δ | 41.70 | 20.7% | 4.0% | 50.99 | 156.0% | 9.5% |
| 65Δ | 41.29 | 19.0% | 3.2% | |||
| 70Δ | 40.87 | 17.3% | 2.4% | |||
| 75Δ | 40.46 | 15.6% | 1.6% | |||
| 80Δ | 40.04 | 14.0% | 0.8% | |||
No recorded observations