Share price$34.60
1D+0.1%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:52:35.808Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:33.269592263Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.64 | 198.1% | 15.3% | |||
| 25Δ | 31.15 | 140.0% | 10.7% | |||
| 30Δ | 38.50 | 230.2% | 14.3% | 32.67 | 81.9% | 6.1% |
| 35Δ | 37.24 | 181.1% | 10.3% | 34.19 | 23.8% | 1.5% |
| 40Δ | 36.78 | 152.6% | 8.6% | 34.66 | 19.8% | 0.6% |
| 45Δ | 36.32 | 124.1% | 6.9% | 34.87 | 29.9% | 0.6% |
| 50Δ | 35.86 | 95.7% | 5.2% | 35.08 | 39.9% | 0.7% |
| 55Δ | 35.40 | 67.2% | 3.6% | 35.28 | 49.9% | 0.8% |
| 60Δ | 34.95 | 38.8% | 1.9% | 35.49 | 60.0% | 0.8% |
| 65Δ | 34.50 | 11.2% | 0.2% | 35.69 | 70.0% | 0.9% |
| 70Δ | 34.38 | 14.0% | 0.2% | 35.90 | 80.0% | 1.0% |
| 75Δ | 34.26 | 16.7% | 0.2% | 36.69 | 106.7% | 1.1% |
| 80Δ | 34.14 | 19.5% | 0.2% | 36.67 | 93.5% | 0.8% |
No recorded observations