Share price$31.14
1D-2.3%
Sold putSold callAH
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 dataready · fetched 2026-10-23T02:30:07.001Z
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 · 2026-10-23T00:00:07.009403454Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:30:06.560586+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.07 | 55.5% | 17.5% | 27.68 | 56.3% | 13.0% |
| 25Δ | 35.71 | 61.5% | 17.0% | 28.60 | 51.9% | 10.5% |
| 30Δ | 33.69 | 45.4% | 10.5% | 29.37 | 47.2% | 8.4% |
| 35Δ | 33.12 | 46.0% | 9.2% | 30.02 | 43.3% | 6.7% |
| 40Δ | 32.57 | 46.3% | 8.1% | 30.51 | 43.4% | 5.8% |
| 45Δ | 32.03 | 46.6% | 7.0% | 30.99 | 43.5% | 5.0% |
| 50Δ | 31.52 | 49.1% | 6.4% | 31.60 | 50.0% | 4.8% |
| 55Δ | 31.00 | 51.8% | 5.7% | 32.22 | 54.2% | 4.4% |
| 60Δ | 30.40 | 53.4% | 5.0% | 32.85 | 54.1% | 3.7% |
| 65Δ | 29.77 | 55.2% | 4.3% | 33.33 | 51.1% | 2.9% |
| 70Δ | 29.08 | 57.1% | 3.6% | 33.76 | 47.2% | 2.1% |
| 75Δ | 28.40 | 56.6% | 2.9% | 34.30 | 44.7% | 1.4% |
| 80Δ | 27.51 | 59.1% | 2.3% | 34.96 | 44.1% | 1.0% |
No recorded observations