Share price$30.83
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:46:18.943Z
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 · 2026-10-22T20:10:00.001223172Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.07 | 101.8% | 39.1% | 26.79 | 67.1% | 15.6% |
| 25Δ | 34.51 | 51.2% | 14.0% | 27.60 | 69.3% | 13.7% |
| 30Δ | 33.83 | 51.8% | 12.4% | 28.47 | 62.8% | 11.3% |
| 35Δ | 33.15 | 52.4% | 10.8% | 29.33 | 56.3% | 8.9% |
| 40Δ | 32.48 | 53.1% | 9.3% | 30.15 | 51.9% | 6.8% |
| 45Δ | 31.86 | 56.4% | 8.5% | 30.82 | 55.0% | 6.2% |
| 50Δ | 31.25 | 59.6% | 7.8% | 31.48 | 58.1% | 5.6% |
| 55Δ | 30.63 | 62.9% | 7.0% | 32.15 | 61.2% | 5.0% |
| 60Δ | 30.01 | 66.2% | 6.2% | 32.82 | 61.9% | 4.3% |
| 65Δ | 29.17 | 68.8% | 5.4% | 33.51 | 60.0% | 3.5% |
| 70Δ | 28.31 | 71.5% | 4.6% | 34.19 | 58.2% | 2.7% |
| 75Δ | 27.40 | 74.6% | 3.8% | 34.87 | 56.4% | 1.9% |
| 80Δ | 25.37 | 86.2% | 3.1% | 36.53 | 62.3% | 1.4% |
No recorded observations