Share price$34.14
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:18:13.653Z
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 · 2026-10-22T13:30:00.159834327Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.73 | 47.2% | 14.8% | 31.09 | 43.9% | 10.4% |
| 25Δ | 36.93 | 35.9% | 9.6% | |||
| 30Δ | 36.52 | 34.6% | 8.8% | |||
| 35Δ | 36.10 | 33.3% | 7.9% | |||
| 40Δ | 35.68 | 32.0% | 7.0% | |||
| 45Δ | 35.26 | 30.8% | 6.2% | |||
| 50Δ | 34.85 | 29.5% | 5.3% | |||
| 55Δ | 34.43 | 28.2% | 4.5% | |||
| 60Δ | 34.01 | 26.9% | 3.6% | |||
| 65Δ | 33.60 | 25.6% | 2.7% | |||
| 70Δ | 33.18 | 24.3% | 1.9% | |||
| 75Δ | 32.69 | 25.1% | 1.4% | |||
| 80Δ | 32.16 | 27.5% | 1.2% | |||
No recorded observations