Share price$28.80
1D+0.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:12:06.866Z
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 · 2026-10-22T20:18:48.348645636Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.69 | 36.4% | 11.1% | 26.19 | 44.5% | 10.6% |
| 25Δ | 31.19 | 37.2% | 9.8% | 26.70 | 45.7% | 9.4% |
| 30Δ | 30.72 | 37.4% | 8.6% | 27.23 | 44.7% | 8.0% |
| 35Δ | 30.26 | 37.2% | 7.4% | 27.80 | 40.5% | 6.3% |
| 40Δ | 29.84 | 37.1% | 6.4% | 28.27 | 40.1% | 5.4% |
| 45Δ | 29.44 | 37.1% | 5.6% | 28.68 | 41.7% | 4.8% |
| 50Δ | 29.05 | 37.1% | 4.8% | 29.11 | 43.3% | 4.2% |
| 55Δ | 28.63 | 39.5% | 4.3% | 29.60 | 44.6% | 3.7% |
| 60Δ | 28.21 | 42.2% | 3.9% | 30.08 | 45.3% | 3.1% |
| 65Δ | 27.84 | 41.7% | 3.4% | 30.50 | 43.3% | 2.4% |
| 70Δ | 27.52 | 38.3% | 2.7% | 30.92 | 41.4% | 1.8% |
| 75Δ | 27.21 | 34.8% | 2.0% | 31.64 | 43.4% | 1.4% |
| 80Δ | 26.73 | 34.2% | 1.4% | 33.11 | 52.6% | 1.2% |
No recorded observations