Share price$28.72
1D+0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:25:22.319Z
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 · 2026-10-22T18:24:55.335018995Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.89 | 40.0% | 12.2% | 26.19 | 43.0% | 10.3% |
| 25Δ | 31.27 | 39.4% | 10.5% | 26.79 | 41.5% | 8.6% |
| 30Δ | 30.72 | 38.9% | 8.9% | 27.29 | 40.8% | 7.3% |
| 35Δ | 30.23 | 38.4% | 7.7% | 27.74 | 40.6% | 6.3% |
| 40Δ | 29.78 | 38.2% | 6.6% | 28.17 | 40.3% | 5.4% |
| 45Δ | 29.38 | 38.3% | 5.8% | 28.58 | 39.9% | 4.6% |
| 50Δ | 28.98 | 38.4% | 4.9% | 28.99 | 39.5% | 3.8% |
| 55Δ | 28.58 | 38.8% | 4.3% | 29.40 | 39.4% | 3.2% |
| 60Δ | 28.18 | 39.3% | 3.7% | 29.82 | 39.4% | 2.7% |
| 65Δ | 27.76 | 39.5% | 3.1% | 30.26 | 39.2% | 2.1% |
| 70Δ | 27.32 | 39.7% | 2.6% | 30.72 | 39.0% | 1.7% |
| 75Δ | 26.84 | 40.2% | 2.1% | 31.30 | 39.8% | 1.2% |
| 80Δ | 26.25 | 41.6% | 1.7% | 32.08 | 42.3% | 0.9% |
No recorded observations