Share price$28.57
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T20:45:11.925Z
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 · 2026-10-22T20:00:00.18424878Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.35 | 57.0% | 13.2% | |||
| 25Δ | 31.80 | 49.2% | 13.3% | 26.55 | 43.6% | 9.0% |
| 30Δ | 30.56 | 38.4% | 8.9% | 27.28 | 35.9% | 6.5% |
| 35Δ | 29.83 | 31.5% | 6.4% | 27.79 | 31.0% | 4.9% |
| 40Δ | 29.40 | 27.7% | 5.0% | 28.15 | 27.9% | 3.8% |
| 45Δ | 28.98 | 24.4% | 3.7% | 28.41 | 25.9% | 3.1% |
| 50Δ | 28.67 | 27.9% | 3.6% | 28.67 | 24.0% | 2.4% |
| 55Δ | 28.37 | 31.5% | 3.4% | 28.93 | 22.1% | 1.7% |
| 60Δ | 28.07 | 35.0% | 3.3% | 29.14 | 21.0% | 1.3% |
| 65Δ | 27.87 | 33.2% | 2.9% | 29.34 | 20.1% | 1.1% |
| 70Δ | 27.70 | 29.7% | 2.3% | 29.53 | 19.3% | 0.8% |
| 75Δ | 27.52 | 26.2% | 1.8% | 29.73 | 18.5% | 0.5% |
| 80Δ | 27.35 | 22.8% | 1.3% | 29.92 | 17.7% | 0.2% |
No recorded observations