Share price$34.12
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:06:40.170Z
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 · 2026-10-22T23:00:00.003291344Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.34 | 181.8% | 33.1% | |||
| 25Δ | 27.65 | 167.6% | 27.8% | |||
| 30Δ | 29.97 | 153.3% | 22.5% | |||
| 35Δ | 31.43 | 139.1% | 18.9% | |||
| 40Δ | 32.87 | 124.9% | 15.4% | |||
| 45Δ | 38.10 | 115.8% | 20.4% | 34.32 | 110.7% | 11.8% |
| 50Δ | 34.96 | 73.1% | 9.7% | 35.56 | 101.8% | 9.4% |
| 55Δ | 33.93 | 76.9% | 8.7% | 36.62 | 97.6% | 8.0% |
| 60Δ | 32.90 | 80.7% | 7.7% | 37.68 | 93.4% | 6.6% |
| 65Δ | 31.88 | 84.4% | 6.6% | 38.74 | 89.2% | 5.1% |
| 70Δ | 30.85 | 88.2% | 5.6% | 39.80 | 85.0% | 3.7% |
| 75Δ | 29.72 | 91.9% | 4.6% | |||
| 80Δ | 28.08 | 95.5% | 3.7% | |||
No recorded observations