Share price$35.29
1D+0.1%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T12:55:16.849Z
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 · 2026-10-22T00:00:00.118292163Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T12:55:15.657656+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.75 | 35.4% | 10.9% | 32.93 | 32.2% | 7.8% |
| 25Δ | 37.40 | 26.4% | 7.0% | 33.87 | 24.5% | 5.1% |
| 30Δ | 36.72 | 21.9% | 5.2% | 34.29 | 22.2% | 4.1% |
| 35Δ | 36.28 | 19.1% | 4.0% | 34.64 | 20.8% | 3.3% |
| 40Δ | 35.92 | 17.1% | 3.1% | 34.98 | 19.4% | 2.5% |
| 45Δ | 35.73 | 16.2% | 2.7% | 35.18 | 18.1% | 2.1% |
| 50Δ | 35.53 | 15.3% | 2.3% | 35.37 | 16.9% | 1.7% |
| 55Δ | 35.34 | 14.4% | 2.0% | 35.56 | 15.6% | 1.3% |
| 60Δ | 35.14 | 13.5% | 1.6% | 35.75 | 14.4% | 0.9% |
| 65Δ | 34.89 | 13.7% | 1.3% | 35.94 | 13.1% | 0.5% |
| 70Δ | 34.52 | 16.4% | 1.2% | 36.43 | 17.0% | 0.5% |
| 75Δ | 34.15 | 19.0% | 1.1% | 37.07 | 23.0% | 0.6% |
| 80Δ | 32.77 | 31.5% | 1.2% | 37.79 | 26.1% | 0.5% |
No recorded observations