Share price$32.47
1D+0.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:59:46.651Z
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 · 2026-10-23T00:00:00.127626055Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:59:44.765069+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.21 | 41.6% | 12.8% | 30.00 | 37.4% | 8.9% |
| 25Δ | 34.90 | 32.1% | 8.7% | 30.98 | 28.3% | 5.8% |
| 30Δ | 33.89 | 24.4% | 5.6% | 31.47 | 23.8% | 4.4% |
| 35Δ | 33.46 | 20.6% | 4.3% | 31.95 | 19.3% | 2.9% |
| 40Δ | 33.02 | 16.8% | 3.0% | 32.16 | 17.8% | 2.4% |
| 45Δ | 32.88 | 15.6% | 2.7% | 32.34 | 16.7% | 2.0% |
| 50Δ | 32.75 | 14.5% | 2.4% | 32.52 | 15.6% | 1.6% |
| 55Δ | 32.62 | 13.4% | 2.1% | 32.70 | 14.5% | 1.2% |
| 60Δ | 32.49 | 12.3% | 1.8% | 32.88 | 13.4% | 0.8% |
| 65Δ | 32.36 | 11.2% | 1.5% | 33.08 | 12.8% | 0.5% |
| 70Δ | 32.23 | 10.1% | 1.2% | 33.31 | 13.2% | 0.4% |
| 75Δ | 32.10 | 9.0% | 0.9% | 33.54 | 13.6% | 0.2% |
| 80Δ | 31.84 | 8.9% | 0.6% | 33.77 | 14.0% | 0.1% |
No recorded observations