Share price$25.32
1D-0.4%
Sold putSold call
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Market dataready · fetched 2026-10-21T16:58:23.024Z
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 · 2026-10-21T16:57:47.248285263Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.35 | 61.0% | 4.6% | 24.43 | 58.7% | 4.0% |
| 25Δ | 26.14 | 59.9% | 3.9% | 24.62 | 57.6% | 3.4% |
| 30Δ | 25.94 | 59.0% | 3.3% | 24.78 | 57.0% | 3.0% |
| 35Δ | 25.79 | 58.2% | 2.9% | 24.94 | 56.4% | 2.5% |
| 40Δ | 25.63 | 57.5% | 2.4% | 25.08 | 55.9% | 2.2% |
| 45Δ | 25.48 | 56.9% | 2.0% | 25.21 | 55.4% | 1.9% |
| 50Δ | 25.35 | 57.3% | 1.8% | 25.34 | 54.9% | 1.6% |
| 55Δ | 25.21 | 57.7% | 1.5% | 25.47 | 54.3% | 1.3% |
| 60Δ | 25.07 | 58.1% | 1.3% | 25.62 | 55.1% | 1.1% |
| 65Δ | 24.91 | 60.0% | 1.1% | 25.77 | 56.2% | 0.9% |
| 70Δ | 24.71 | 63.7% | 0.9% | 25.93 | 57.2% | 0.8% |
| 75Δ | 24.52 | 67.3% | 0.8% | 26.50 | 74.2% | 0.7% |
| 80Δ | 24.24 | 71.4% | 0.6% | 27.46 | 105.4% | 0.7% |
| Date | IV |
|---|---|
| 47.84% | |
| 50.55% |