Share price$41.67
1D+4.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:14:35.215Z
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 · 2026-10-22T23:00:00.001381281Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.71 | 34.4% | 10.7% | 38.37 | 36.8% | 9.2% |
| 25Δ | 44.88 | 34.7% | 9.1% | 39.09 | 36.4% | 7.8% |
| 30Δ | 44.29 | 34.5% | 8.1% | 39.81 | 36.0% | 6.5% |
| 35Δ | 43.69 | 34.3% | 7.1% | 40.40 | 36.2% | 5.7% |
| 40Δ | 43.09 | 34.1% | 6.1% | 40.95 | 36.6% | 5.0% |
| 45Δ | 42.50 | 33.9% | 5.0% | 41.50 | 37.0% | 4.4% |
| 50Δ | 41.97 | 34.2% | 4.5% | 42.05 | 37.4% | 3.7% |
| 55Δ | 41.45 | 34.5% | 3.9% | 42.61 | 37.7% | 3.1% |
| 60Δ | 40.93 | 34.8% | 3.4% | 43.24 | 37.7% | 2.6% |
| 65Δ | 40.40 | 35.2% | 2.8% | 43.87 | 37.7% | 2.1% |
| 70Δ | 39.85 | 35.2% | 2.3% | 44.50 | 37.6% | 1.6% |
| 75Δ | 39.23 | 34.6% | 1.9% | 45.17 | 37.5% | 1.2% |
| 80Δ | 38.61 | 33.9% | 1.5% | 46.01 | 36.9% | 0.8% |
No recorded observations