Share price$41.70
1D+18.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:10:31.071Z
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 · 2026-10-22T23:04:26.290700477Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.58 | 32.7% | 10.3% | 34.91 | 89.4% | 19.5% |
| 25Δ | 36.33 | 92.7% | 17.7% | |||
| 30Δ | 37.71 | 96.2% | 16.0% | |||
| 35Δ | 39.10 | 99.6% | 14.3% | |||
| 40Δ | 40.69 | 105.3% | 12.9% | |||
| 45Δ | 42.65 | 115.1% | 12.0% | |||
| 50Δ | 44.60 | 124.9% | 11.1% | |||
| 55Δ | 48.36 | 148.4% | 10.8% | |||
| 60Δ | 53.23 | 170.8% | 10.2% | |||
| 65Δ | ||||||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations