Share price$28.92
1D+0.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:24:44.132Z
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 · 2026-10-22T20:10:00.001318058Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.69 | 67.6% | 22.3% | 22.95 | 113.6% | 24.6% |
| 25Δ | 33.75 | 70.2% | 20.8% | 23.87 | 104.5% | 21.7% |
| 30Δ | 32.81 | 72.9% | 19.3% | 24.80 | 95.4% | 18.9% |
| 35Δ | 31.87 | 75.6% | 17.8% | 25.73 | 86.3% | 16.1% |
| 40Δ | 30.92 | 78.3% | 16.3% | 26.66 | 77.2% | 13.3% |
| 45Δ | 29.98 | 81.0% | 14.8% | 27.58 | 68.0% | 10.5% |
| 50Δ | 29.04 | 83.7% | 13.3% | 28.51 | 58.9% | 7.7% |
| 55Δ | 28.10 | 86.4% | 11.8% | 29.44 | 49.8% | 4.9% |
| 60Δ | 27.16 | 89.1% | 10.3% | 30.27 | 44.1% | 3.0% |
| 65Δ | 26.22 | 91.8% | 8.8% | 30.96 | 43.6% | 2.5% |
| 70Δ | 25.27 | 94.5% | 7.3% | 31.65 | 43.1% | 2.1% |
| 75Δ | 24.33 | 97.2% | 5.8% | 32.34 | 42.6% | 1.6% |
| 80Δ | 23.39 | 99.8% | 4.3% | 33.03 | 42.2% | 1.2% |
No recorded observations