Share price$30.79
1D-2.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:11:36.981Z
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 · 2026-10-22T18:11:35.141920764Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 35.62 | 54.0% | 17.3% | 27.10 | 60.1% | 14.1% |
| 25Δ | 34.67 | 53.8% | 14.7% | 27.92 | 58.8% | 12.0% |
| 30Δ | 33.91 | 53.4% | 12.9% | 28.65 | 56.3% | 10.2% |
| 35Δ | 33.16 | 53.0% | 11.0% | 29.38 | 53.7% | 8.5% |
| 40Δ | 32.43 | 52.9% | 9.3% | 30.09 | 51.6% | 6.8% |
| 45Δ | 31.83 | 54.1% | 8.3% | 30.69 | 52.4% | 6.0% |
| 50Δ | 31.23 | 55.4% | 7.3% | 31.30 | 53.2% | 5.3% |
| 55Δ | 30.63 | 56.7% | 6.4% | 31.90 | 53.9% | 4.5% |
| 60Δ | 30.03 | 57.9% | 5.4% | 32.50 | 54.7% | 3.7% |
| 65Δ | 29.22 | 61.7% | 4.8% | 33.13 | 53.2% | 3.0% |
| 70Δ | 28.40 | 65.5% | 4.1% | 33.76 | 51.8% | 2.4% |
| 75Δ | 27.58 | 69.3% | 3.5% | 34.39 | 50.4% | 1.7% |
| 80Δ | 25.90 | 79.6% | 2.9% | 35.06 | 49.1% | 1.1% |
No recorded observations