Share price$30.40
1D-1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:16:58.900Z
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 · 2026-10-22T20:10:00.003153216Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 42.25 | 114.0% | 42.5% | |||
| 25Δ | 41.05 | 123.6% | 39.8% | 25.85 | 102.5% | 19.7% |
| 30Δ | 39.08 | 123.5% | 34.1% | 27.01 | 91.2% | 16.3% |
| 35Δ | 34.52 | 81.0% | 18.2% | 28.18 | 80.0% | 12.8% |
| 40Δ | 33.53 | 72.4% | 15.1% | 29.34 | 68.7% | 9.4% |
| 45Δ | 32.54 | 63.8% | 12.1% | 30.50 | 63.2% | 7.2% |
| 50Δ | 31.55 | 55.2% | 9.0% | 31.65 | 65.2% | 6.4% |
| 55Δ | 30.56 | 46.6% | 5.9% | 32.79 | 67.1% | 5.7% |
| 60Δ | 29.68 | 42.4% | 4.0% | 33.94 | 69.1% | 4.9% |
| 65Δ | 28.95 | 44.1% | 3.5% | 35.08 | 71.0% | 4.2% |
| 70Δ | 28.22 | 45.7% | 3.0% | 36.23 | 73.0% | 3.4% |
| 75Δ | 27.49 | 47.3% | 2.5% | 37.38 | 74.9% | 2.7% |
| 80Δ | 26.76 | 48.9% | 2.0% | 38.52 | 76.9% | 1.9% |
No recorded observations