Share price$31.94
1D+0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:07:49.437Z
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 · 2026-10-23T15:04:50.259237821Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.14 | 26.5% | 7.7% | 27.88 | 66.9% | 15.0% |
| 25Δ | 35.78 | 53.4% | 14.1% | 29.17 | 54.8% | 11.1% |
| 30Δ | 34.74 | 47.8% | 11.1% | 29.79 | 49.7% | 9.4% |
| 35Δ | 33.92 | 42.6% | 8.8% | 30.41 | 44.7% | 7.6% |
| 40Δ | 33.11 | 37.5% | 6.5% | 31.03 | 39.6% | 5.9% |
| 45Δ | 32.61 | 30.9% | 4.8% | 31.65 | 34.5% | 4.2% |
| 50Δ | 32.16 | 24.0% | 3.2% | |||
| 55Δ | 31.83 | 22.0% | 2.5% | |||
| 60Δ | 31.55 | 22.7% | 2.2% | |||
| 65Δ | 31.27 | 23.4% | 1.9% | |||
| 70Δ | 30.99 | 24.1% | 1.6% | |||
| 75Δ | 30.38 | 25.4% | 1.3% | |||
| 80Δ | 29.77 | 26.7% | 1.0% | |||
No recorded observations