Share price$30.82
1D-2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:31:38.236Z
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 · 2026-10-22T23:00:01.397395351Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.01 | 101.6% | 39.0% | 26.79 | 67.0% | 15.5% |
| 25Δ | 34.50 | 51.2% | 14.0% | 27.60 | 69.3% | 13.7% |
| 30Δ | 33.82 | 51.9% | 12.4% | 28.46 | 62.8% | 11.3% |
| 35Δ | 33.15 | 52.5% | 10.9% | 29.32 | 56.2% | 8.9% |
| 40Δ | 32.47 | 53.2% | 9.3% | 30.14 | 51.8% | 6.8% |
| 45Δ | 31.86 | 56.5% | 8.6% | 30.81 | 54.8% | 6.2% |
| 50Δ | 31.24 | 59.8% | 7.8% | 31.47 | 57.9% | 5.6% |
| 55Δ | 30.62 | 63.1% | 7.0% | 32.14 | 60.9% | 4.9% |
| 60Δ | 30.00 | 66.4% | 6.3% | 32.81 | 61.8% | 4.2% |
| 65Δ | 29.15 | 69.1% | 5.4% | 33.49 | 59.9% | 3.5% |
| 70Δ | 28.30 | 71.8% | 4.6% | 34.16 | 58.0% | 2.7% |
| 75Δ | 27.36 | 75.2% | 3.8% | 34.84 | 56.2% | 1.9% |
| 80Δ | 25.32 | 87.0% | 3.1% | 36.45 | 61.6% | 1.4% |
No recorded observations