Share price$35.44
1D+3.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:45:00.830Z
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 · 2026-10-22T23:00:00.00230288Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.35 | 63.0% | 21.5% | 27.37 | 111.8% | 25.8% |
| 25Δ | 41.09 | 64.4% | 18.5% | 29.12 | 94.1% | 20.9% |
| 30Δ | 39.88 | 64.9% | 15.7% | 30.87 | 76.5% | 16.0% |
| 35Δ | 39.04 | 59.0% | 13.5% | 32.62 | 58.9% | 11.1% |
| 40Δ | 38.19 | 53.1% | 11.3% | 34.38 | 41.2% | 6.2% |
| 45Δ | 37.34 | 47.3% | 9.1% | 35.57 | 38.7% | 4.2% |
| 50Δ | 36.49 | 41.4% | 6.9% | 36.46 | 44.4% | 4.0% |
| 55Δ | 35.64 | 35.6% | 4.7% | 37.34 | 50.2% | 3.7% |
| 60Δ | 38.23 | 55.9% | 3.5% | |||
| 65Δ | 39.11 | 61.7% | 3.2% | |||
| 70Δ | 40.00 | 67.5% | 2.9% | |||
| 75Δ | 43.58 | 87.8% | 2.8% | |||
| 80Δ | ||||||
No recorded observations