Share price$31.12
1D-2.4%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:32:40.510Z
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 · 2026-10-22T18:31:39.556653897Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.01 | 54.8% | 17.3% | 27.67 | 55.9% | 13.0% |
| 25Δ | 35.84 | 62.9% | 17.6% | 28.59 | 51.5% | 10.5% |
| 30Δ | 33.69 | 45.6% | 10.6% | 29.37 | 46.6% | 8.3% |
| 35Δ | 33.11 | 46.2% | 9.3% | 30.04 | 42.4% | 6.5% |
| 40Δ | 32.64 | 50.4% | 8.7% | 30.50 | 42.1% | 5.6% |
| 45Δ | 32.19 | 55.5% | 8.4% | 30.97 | 41.8% | 4.8% |
| 50Δ | 31.63 | 55.6% | 7.3% | 31.41 | 40.6% | 4.0% |
| 55Δ | 30.98 | 52.2% | 5.8% | 31.84 | 39.3% | 3.2% |
| 60Δ | 30.35 | 55.9% | 5.2% | 32.69 | 49.1% | 3.3% |
| 65Δ | 29.70 | 57.9% | 4.5% | 33.28 | 50.7% | 2.9% |
| 70Δ | 29.04 | 57.8% | 3.7% | 33.67 | 46.4% | 2.1% |
| 75Δ | 28.25 | 59.8% | 3.0% | 34.12 | 42.8% | 1.4% |
| 80Δ | 27.14 | 66.2% | 2.6% | 34.87 | 43.3% | 0.9% |
No recorded observations