Share price$33.65
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:09.420Z
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 · 2026-10-22T20:00:05.253620468Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.08 | 178.6% | 32.7% | |||
| 25Δ | 27.58 | 145.9% | 25.3% | |||
| 30Δ | 49.03 | 171.7% | 53.0% | 30.02 | 113.9% | 18.1% |
| 35Δ | 42.21 | 134.3% | 32.7% | 30.69 | 102.1% | 15.8% |
| 40Δ | 38.68 | 109.6% | 22.2% | 31.37 | 90.3% | 13.5% |
| 45Δ | 36.38 | 90.3% | 15.4% | 32.04 | 78.5% | 11.2% |
| 50Δ | 34.75 | 76.6% | 10.8% | 32.71 | 66.7% | 8.9% |
| 55Δ | 34.11 | 71.5% | 9.5% | 33.38 | 54.9% | 6.7% |
| 60Δ | 33.48 | 66.4% | 8.2% | 34.06 | 43.1% | 4.4% |
| 65Δ | 32.85 | 61.2% | 6.9% | 34.73 | 31.3% | 2.1% |
| 70Δ | 32.22 | 56.1% | 5.6% | 36.39 | 38.6% | 1.4% |
| 75Δ | 31.59 | 50.9% | 4.3% | 38.72 | 58.8% | 1.7% |
| 80Δ | 30.96 | 45.8% | 2.9% | 44.54 | 99.6% | 2.3% |
No recorded observations