Share price$29.37
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:53:30.275Z
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 · 2026-10-22T23:00:00.002749613Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.96 | 89.3% | 41.5% | 24.14 | 73.5% | 19.9% |
| 25Δ | 38.91 | 80.9% | 34.9% | 24.98 | 68.3% | 17.5% |
| 30Δ | 36.86 | 72.5% | 28.4% | 25.82 | 63.1% | 15.1% |
| 35Δ | 34.81 | 64.1% | 21.8% | 26.66 | 57.8% | 12.7% |
| 40Δ | 32.76 | 55.7% | 15.2% | 27.51 | 52.6% | 10.2% |
| 45Δ | 30.71 | 47.3% | 8.6% | 28.35 | 47.4% | 7.8% |
| 50Δ | 29.58 | 45.7% | 5.9% | 29.19 | 42.2% | 5.4% |
| 55Δ | 28.93 | 47.7% | 5.3% | 30.06 | 37.5% | 3.0% |
| 60Δ | 28.28 | 49.7% | 4.7% | 31.59 | 44.8% | 2.7% |
| 65Δ | 27.64 | 51.8% | 4.1% | 33.12 | 52.1% | 2.4% |
| 70Δ | 26.99 | 53.8% | 3.5% | 34.64 | 59.5% | 2.1% |
| 75Δ | 26.35 | 55.8% | 2.9% | 36.17 | 66.8% | 1.7% |
| 80Δ | 25.70 | 57.8% | 2.3% | 37.70 | 74.2% | 1.4% |
No recorded observations