Share price$32.68
1D-5.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:47.105Z
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 · 2026-10-22T22:30:06.543008718Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 55.55 | 172.7% | 74.4% | |||
| 25Δ | 48.83 | 157.8% | 54.8% | |||
| 30Δ | 45.05 | 152.6% | 44.5% | 28.68 | 155.8% | 23.0% |
| 35Δ | 42.15 | 149.6% | 37.0% | 30.48 | 155.6% | 20.2% |
| 40Δ | 39.73 | 147.7% | 31.1% | 32.31 | 156.5% | 17.8% |
| 45Δ | 37.56 | 145.8% | 26.1% | 34.31 | 160.7% | 15.8% |
| 50Δ | 35.61 | 144.4% | 21.8% | 36.30 | 160.2% | 13.6% |
| 55Δ | 33.74 | 140.5% | 17.8% | 38.63 | 163.5% | 11.8% |
| 60Δ | 32.05 | 138.7% | 14.5% | 40.67 | 160.0% | 9.8% |
| 65Δ | 30.46 | 151.6% | 13.3% | 42.91 | 157.4% | 7.9% |
| 70Δ | 28.71 | 150.5% | 10.6% | 45.89 | 159.4% | 6.4% |
| 75Δ | 49.84 | 164.3% | 5.0% | |||
| 80Δ | 53.14 | 160.7% | 3.6% | |||
No recorded observations