Share price$34.63
1D+0.2%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:36.394Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:33.248112499Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.29 | 314.3% | 20.5% | |||
| 25Δ | 30.49 | 207.6% | 13.4% | |||
| 30Δ | 38.52 | 227.9% | 14.3% | 32.69 | 100.9% | 6.4% |
| 35Δ | 37.24 | 179.1% | 10.2% | 34.53 | 14.5% | 0.6% |
| 40Δ | 36.77 | 150.7% | 8.5% | 34.74 | 24.4% | 0.7% |
| 45Δ | 36.29 | 122.4% | 6.8% | 34.94 | 34.4% | 0.7% |
| 50Δ | 35.82 | 94.0% | 5.1% | 35.14 | 44.3% | 0.8% |
| 55Δ | 35.35 | 65.7% | 3.4% | 35.34 | 54.2% | 0.9% |
| 60Δ | 34.88 | 37.3% | 1.7% | 35.54 | 64.1% | 0.9% |
| 65Δ | 34.48 | 14.8% | 0.3% | 35.74 | 74.1% | 1.0% |
| 70Δ | 34.39 | 15.4% | 0.2% | 35.94 | 84.0% | 1.1% |
| 75Δ | 34.30 | 16.0% | 0.2% | 36.91 | 115.8% | 1.2% |
| 80Δ | 34.21 | 16.6% | 0.2% | 36.85 | 101.2% | 0.9% |
No recorded observations