Share price$36.11
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:23:48.026Z
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 · 2026-10-22T23:00:00.002467269Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.33 | 87.9% | 19.1% | |||
| 25Δ | 39.96 | 46.9% | 12.5% | 32.34 | 69.8% | 13.7% |
| 30Δ | 40.50 | 62.6% | 15.2% | 33.61 | 60.4% | 10.5% |
| 35Δ | 38.99 | 52.9% | 11.1% | 34.57 | 52.9% | 8.1% |
| 40Δ | 36.94 | 24.7% | 4.2% | 35.32 | 48.9% | 6.5% |
| 45Δ | 36.62 | 27.5% | 4.1% | 35.94 | 48.5% | 5.5% |
| 50Δ | 36.30 | 30.2% | 3.9% | 36.53 | 47.1% | 4.6% |
| 55Δ | 35.98 | 32.7% | 3.7% | 37.18 | 46.7% | 3.8% |
| 60Δ | 35.66 | 30.0% | 3.0% | 38.02 | 50.1% | 3.4% |
| 65Δ | 35.34 | 27.3% | 2.3% | 38.86 | 53.5% | 2.9% |
| 70Δ | 35.02 | 24.5% | 1.7% | 39.16 | 45.5% | 1.9% |
| 75Δ | 41.14 | 59.4% | 1.9% | |||
| 80Δ | 43.93 | 72.5% | 1.7% | |||
No recorded observations