Share price$34.12
1D+2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:53.303Z
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 | 181.1% | 33.1% | |||
| 25Δ | 27.65 | 165.9% | 27.8% | |||
| 30Δ | 29.97 | 150.7% | 22.5% | |||
| 35Δ | 31.43 | 136.7% | 18.9% | |||
| 40Δ | 32.87 | 122.8% | 15.4% | |||
| 45Δ | 38.10 | 114.1% | 20.4% | 34.32 | 108.8% | 11.8% |
| 50Δ | 34.96 | 72.9% | 9.7% | 35.56 | 100.0% | 9.4% |
| 55Δ | 33.93 | 76.3% | 8.7% | 36.62 | 95.9% | 8.0% |
| 60Δ | 32.91 | 79.8% | 7.7% | 37.68 | 91.8% | 6.6% |
| 65Δ | 31.88 | 83.3% | 6.7% | 38.75 | 87.7% | 5.1% |
| 70Δ | 30.85 | 86.7% | 5.6% | 39.81 | 83.6% | 3.7% |
| 75Δ | 29.72 | 90.2% | 4.6% | |||
| 80Δ | 28.09 | 93.8% | 3.7% | |||
No recorded observations