Share price$29.91
1D-3.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:31.391Z
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 · 2026-10-22T14:42:58.59739103Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.74 | 123.9% | 47.1% | |||
| 25Δ | 41.77 | 136.5% | 45.3% | |||
| 30Δ | 40.80 | 149.2% | 43.4% | 26.04 | 131.9% | 21.1% |
| 35Δ | 39.21 | 154.0% | 39.3% | 27.29 | 113.2% | 16.9% |
| 40Δ | 34.89 | 122.8% | 24.8% | 28.55 | 94.5% | 12.7% |
| 45Δ | 33.16 | 105.0% | 19.1% | 29.81 | 75.8% | 8.5% |
| 50Δ | 31.44 | 87.3% | 13.3% | 30.50 | 70.1% | 7.1% |
| 55Δ | 29.88 | 72.1% | 8.3% | 31.10 | 66.7% | 6.2% |
| 60Δ | 29.12 | 70.5% | 7.3% | 31.70 | 63.4% | 5.3% |
| 65Δ | 28.36 | 68.9% | 6.2% | 32.30 | 60.0% | 4.4% |
| 70Δ | 27.60 | 67.4% | 5.1% | 32.89 | 56.6% | 3.5% |
| 75Δ | 26.84 | 65.8% | 4.1% | 33.49 | 53.3% | 2.6% |
| 80Δ | 26.08 | 64.2% | 3.0% | 34.09 | 49.9% | 1.7% |
No recorded observations