Share price$36.11
1D+2.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:47:42.233Z
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 | 88.3% | 19.1% | |||
| 25Δ | 39.96 | 47.1% | 12.5% | 32.34 | 70.1% | 13.7% |
| 30Δ | 40.50 | 62.9% | 15.2% | 33.61 | 60.6% | 10.5% |
| 35Δ | 38.99 | 53.1% | 11.1% | 34.57 | 53.1% | 8.1% |
| 40Δ | 36.94 | 25.1% | 4.2% | 35.32 | 49.3% | 6.5% |
| 45Δ | 36.62 | 27.8% | 4.1% | 35.94 | 49.2% | 5.5% |
| 50Δ | 36.30 | 30.5% | 3.9% | 36.53 | 47.9% | 4.6% |
| 55Δ | 35.98 | 32.8% | 3.7% | 37.17 | 47.5% | 3.8% |
| 60Δ | 35.66 | 30.2% | 3.0% | 38.01 | 50.9% | 3.4% |
| 65Δ | 35.34 | 27.6% | 2.3% | 38.85 | 54.4% | 2.9% |
| 70Δ | 35.02 | 25.0% | 1.7% | 39.13 | 45.9% | 1.9% |
| 75Δ | 41.11 | 60.2% | 2.0% | |||
| 80Δ | 43.89 | 73.5% | 1.7% | |||
No recorded observations