Share price$32.42
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:27:23.106Z
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 · 2026-10-22T14:45:56.433659247Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.78 | 95.0% | 28.4% | |||
| 25Δ | 24.51 | 89.1% | 26.4% | |||
| 30Δ | 25.24 | 83.2% | 24.3% | |||
| 35Δ | 25.97 | 77.3% | 22.3% | |||
| 40Δ | 26.70 | 71.4% | 20.2% | |||
| 45Δ | 27.42 | 65.4% | 18.2% | |||
| 50Δ | 28.15 | 59.5% | 16.2% | |||
| 55Δ | 28.88 | 53.6% | 14.1% | |||
| 60Δ | 29.61 | 47.7% | 12.1% | |||
| 65Δ | 30.34 | 41.8% | 10.1% | |||
| 70Δ | 31.07 | 35.9% | 8.0% | |||
| 75Δ | 31.80 | 30.0% | 6.0% | |||
| 80Δ | 32.53 | 24.0% | 4.0% | |||
No recorded observations