Share price$31.21
1D-2.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:14.502Z
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 · 2026-10-22T22:32:50.668332061Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.36 | 57.2% | 18.2% | 27.72 | 56.6% | 13.1% |
| 25Δ | 35.77 | 61.1% | 17.0% | 28.66 | 52.0% | 10.5% |
| 30Δ | 33.73 | 44.7% | 10.3% | 29.43 | 47.5% | 8.4% |
| 35Δ | 33.16 | 45.2% | 9.1% | 30.07 | 44.1% | 6.8% |
| 40Δ | 32.62 | 45.5% | 7.9% | 30.57 | 44.2% | 5.9% |
| 45Δ | 32.09 | 45.7% | 6.9% | 31.08 | 45.2% | 5.1% |
| 50Δ | 31.57 | 47.8% | 6.2% | 31.69 | 52.0% | 5.0% |
| 55Δ | 31.06 | 50.4% | 5.6% | 32.32 | 55.3% | 4.5% |
| 60Δ | 30.48 | 52.0% | 4.9% | 32.97 | 55.4% | 3.8% |
| 65Δ | 29.87 | 53.5% | 4.2% | 33.43 | 51.6% | 2.9% |
| 70Δ | 29.19 | 55.2% | 3.5% | 33.89 | 47.7% | 2.1% |
| 75Δ | 28.54 | 54.9% | 2.8% | 34.52 | 46.5% | 1.5% |
| 80Δ | 27.79 | 55.1% | 2.1% | 35.76 | 51.4% | 1.2% |
No recorded observations