Share price$33.61
1D+0.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:33.576Z
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 · 2026-10-22T13:48:34.139761455Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.11 | 68.4% | 15.7% | |||
| 25Δ | 30.36 | 58.4% | 12.4% | |||
| 30Δ | 36.58 | 46.9% | 11.2% | 30.93 | 56.2% | 11.4% |
| 35Δ | 35.47 | 38.3% | 7.9% | 31.51 | 54.0% | 10.3% |
| 40Δ | 34.72 | 32.7% | 5.8% | 32.08 | 51.8% | 9.3% |
| 45Δ | 34.24 | 29.3% | 4.5% | 32.65 | 49.6% | 8.3% |
| 50Δ | 33.22 | 47.5% | 7.3% | |||
| 55Δ | 33.80 | 45.3% | 6.2% | |||
| 60Δ | 34.37 | 43.1% | 5.2% | |||
| 65Δ | 34.94 | 40.9% | 4.2% | |||
| 70Δ | 35.51 | 38.7% | 3.1% | |||
| 75Δ | 36.09 | 36.5% | 2.1% | |||
| 80Δ | 36.66 | 34.3% | 1.1% | |||
No recorded observations