Share price$39.34
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:51.542Z
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 · 2026-10-22T22:30:00.004016345Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 46.36 | 61.5% | 19.6% | 35.00 | 56.2% | 12.9% |
| 25Δ | 43.48 | 46.2% | 12.3% | 36.45 | 46.3% | 9.4% |
| 30Δ | 41.98 | 37.7% | 8.6% | 37.44 | 39.6% | 7.1% |
| 35Δ | 41.11 | 33.1% | 6.6% | 38.16 | 35.4% | 5.5% |
| 40Δ | 40.50 | 29.4% | 5.2% | 38.72 | 31.6% | 4.2% |
| 45Δ | 39.96 | 26.0% | 4.0% | 39.19 | 29.1% | 3.3% |
| 50Δ | 39.64 | 23.9% | 3.3% | 39.57 | 28.0% | 2.7% |
| 55Δ | 39.31 | 21.8% | 2.6% | 39.95 | 26.8% | 2.1% |
| 60Δ | 38.99 | 19.7% | 2.0% | 40.44 | 28.4% | 1.8% |
| 65Δ | 38.79 | 18.4% | 1.7% | 40.94 | 30.3% | 1.6% |
| 70Δ | 38.59 | 17.1% | 1.4% | 41.54 | 31.5% | 1.3% |
| 75Δ | 38.39 | 15.8% | 1.1% | 42.34 | 34.3% | 1.0% |
| 80Δ | 38.20 | 14.5% | 0.9% | 43.63 | 39.4% | 0.8% |
No recorded observations