Share price$27.20
1D-0.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:23:42.510Z
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 · 2026-10-23T00:00:00.090205145Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.96 | 81.4% | 27.2% | 23.62 | 68.7% | 15.5% |
| 25Δ | 30.98 | 59.5% | 16.2% | 24.89 | 54.7% | 11.0% |
| 30Δ | 29.55 | 47.2% | 11.0% | 25.69 | 46.0% | 8.2% |
| 35Δ | 28.74 | 40.3% | 8.1% | 26.26 | 40.1% | 6.2% |
| 40Δ | 28.17 | 35.8% | 6.3% | 26.70 | 35.7% | 4.8% |
| 45Δ | 27.78 | 32.8% | 5.1% | 27.07 | 31.9% | 3.7% |
| 50Δ | 27.46 | 30.5% | 4.2% | 27.30 | 29.4% | 3.0% |
| 55Δ | 27.14 | 28.1% | 3.3% | 27.53 | 26.8% | 2.3% |
| 60Δ | 26.86 | 26.6% | 2.6% | 27.76 | 24.2% | 1.7% |
| 65Δ | 26.62 | 25.7% | 2.2% | 27.99 | 21.7% | 1.0% |
| 70Δ | 26.37 | 24.9% | 1.8% | 28.60 | 25.9% | 0.9% |
| 75Δ | 26.12 | 24.1% | 1.4% | 29.22 | 30.3% | 0.8% |
| 80Δ | 25.77 | 24.4% | 1.1% | 29.84 | 34.7% | 0.7% |
No recorded observations