Share price$35.86
1D-1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T02:24:28.084Z
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 · 2026-10-23T00:00:00.175576059Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T02:24:26.835201+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.14 | 52.1% | 16.3% | 31.50 | 62.5% | 14.3% |
| 25Δ | 39.68 | 46.8% | 12.5% | 32.83 | 54.4% | 10.9% |
| 30Δ | 38.67 | 43.5% | 10.0% | 33.69 | 50.9% | 9.0% |
| 35Δ | 37.91 | 41.8% | 8.3% | 34.41 | 49.2% | 7.6% |
| 40Δ | 37.34 | 42.3% | 7.3% | 35.07 | 48.1% | 6.4% |
| 45Δ | 36.78 | 42.7% | 6.4% | 35.67 | 46.4% | 5.3% |
| 50Δ | 36.23 | 43.1% | 5.6% | 36.25 | 45.0% | 4.4% |
| 55Δ | 35.66 | 45.0% | 5.0% | 36.81 | 44.1% | 3.6% |
| 60Δ | 35.07 | 48.2% | 4.5% | 37.37 | 43.2% | 2.9% |
| 65Δ | 34.40 | 49.5% | 3.9% | 37.93 | 42.4% | 2.3% |
| 70Δ | 33.71 | 50.5% | 3.2% | 38.57 | 42.2% | 1.8% |
| 75Δ | 32.97 | 51.3% | 2.6% | 39.23 | 41.9% | 1.3% |
| 80Δ | 32.14 | 51.8% | 2.0% | 39.94 | 41.3% | 0.9% |
No recorded observations