Share price$31.13
1D-2.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:55:32.910Z
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 · 2026-10-22T16:55:14.195540627Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.04 | 54.9% | 17.4% | 27.68 | 55.9% | 13.0% |
| 25Δ | 35.85 | 62.8% | 17.6% | 28.60 | 51.5% | 10.5% |
| 30Δ | 33.65 | 45.0% | 10.4% | 29.38 | 46.6% | 8.3% |
| 35Δ | 33.11 | 46.0% | 9.2% | 30.04 | 42.5% | 6.5% |
| 40Δ | 32.64 | 50.2% | 8.7% | 30.51 | 42.2% | 5.7% |
| 45Δ | 32.20 | 55.3% | 8.3% | 30.98 | 41.9% | 4.8% |
| 50Δ | 31.64 | 55.5% | 7.3% | 31.42 | 40.7% | 4.0% |
| 55Δ | 30.99 | 52.0% | 5.8% | 31.86 | 39.4% | 3.2% |
| 60Δ | 30.36 | 55.6% | 5.2% | 32.72 | 49.8% | 3.3% |
| 65Δ | 29.72 | 57.7% | 4.5% | 33.29 | 50.7% | 2.9% |
| 70Δ | 29.06 | 57.6% | 3.7% | 33.69 | 46.4% | 2.1% |
| 75Δ | 28.27 | 59.4% | 3.0% | 34.16 | 43.1% | 1.4% |
| 80Δ | 27.17 | 65.7% | 2.5% | 34.91 | 43.7% | 1.0% |
No recorded observations