Share price$39.46
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:58:26.724Z
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 · 2026-10-22T23:53:16.501386674Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.97 | 67.4% | 25.8% | 36.38 | 35.7% | 9.0% |
| 25Δ | 44.24 | 45.6% | 13.8% | 37.19 | 34.3% | 7.3% |
| 30Δ | 42.13 | 37.9% | 8.8% | 37.81 | 34.1% | 6.2% |
| 35Δ | 41.56 | 38.2% | 7.8% | 38.30 | 34.5% | 5.5% |
| 40Δ | 40.98 | 38.6% | 6.9% | 38.80 | 35.0% | 4.9% |
| 45Δ | 40.40 | 39.0% | 5.9% | 39.30 | 35.4% | 4.2% |
| 50Δ | 39.81 | 39.6% | 5.1% | 39.79 | 35.9% | 3.5% |
| 55Δ | 39.20 | 40.8% | 4.5% | 40.30 | 35.7% | 3.0% |
| 60Δ | 38.59 | 42.1% | 4.0% | 40.82 | 35.1% | 2.5% |
| 65Δ | 37.99 | 43.3% | 3.4% | 41.34 | 34.5% | 2.0% |
| 70Δ | 37.36 | 44.1% | 2.8% | 41.86 | 33.9% | 1.5% |
| 75Δ | 36.65 | 43.4% | 2.3% | 42.37 | 33.3% | 1.0% |
| 80Δ | 35.93 | 42.6% | 1.8% | 43.34 | 34.7% | 0.7% |
No recorded observations