Share price$36.29
1D+0.7%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T19:04:04.068Z
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 · 2026-10-23T19:03:54.128439382Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.50 | 39.8% | 12.7% | 33.29 | 41.6% | 9.7% |
| 25Δ | 39.61 | 34.7% | 10.3% | 33.74 | 45.2% | 9.1% |
| 30Δ | 38.71 | 29.7% | 8.0% | 34.28 | 46.8% | 8.2% |
| 35Δ | 37.81 | 24.7% | 5.6% | 34.90 | 45.7% | 7.1% |
| 40Δ | 36.97 | 20.5% | 3.5% | 35.52 | 44.7% | 5.9% |
| 45Δ | 36.69 | 23.9% | 3.4% | 36.14 | 44.3% | 4.9% |
| 50Δ | 36.40 | 27.4% | 3.4% | 36.72 | 46.3% | 4.4% |
| 55Δ | 36.11 | 30.8% | 3.3% | 37.24 | 45.5% | 3.7% |
| 60Δ | 35.81 | 31.0% | 3.1% | 37.71 | 42.0% | 2.9% |
| 65Δ | 35.50 | 29.2% | 2.6% | 38.84 | 45.7% | 2.3% |
| 70Δ | 35.19 | 27.3% | 2.2% | 41.09 | 61.6% | 2.4% |
| 75Δ | 34.88 | 25.5% | 1.8% | 43.35 | 77.5% | 2.4% |
| 80Δ | 34.57 | 23.7% | 1.4% | 40.89 | 45.0% | 1.0% |
No recorded observations