Share price$36.46
1D+0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:05:35.088Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-23T19:03:08.690017522Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 52.38 | 47.1% | 47.0% | |||
| 25Δ | 49.92 | 47.8% | 41.4% | |||
| 30Δ | 47.46 | 48.4% | 35.8% | |||
| 35Δ | 45.00 | 49.1% | 30.1% | |||
| 40Δ | 42.55 | 44.8% | 24.1% | 36.75 | 41.5% | 11.1% |
| 45Δ | 40.11 | 40.6% | 18.1% | 38.95 | 42.8% | 9.7% |
| 50Δ | 38.73 | 40.3% | 15.8% | 41.16 | 44.1% | 8.4% |
| 55Δ | 37.40 | 40.2% | 13.7% | 43.36 | 45.5% | 7.1% |
| 60Δ | 36.06 | 40.1% | 11.6% | 45.57 | 46.8% | 5.8% |
| 65Δ | 34.71 | 40.1% | 9.6% | 47.77 | 48.2% | 4.5% |
| 70Δ | 33.29 | 40.4% | 8.2% | 49.97 | 49.5% | 3.2% |
| 75Δ | 31.87 | 40.6% | 6.8% | 52.18 | 50.8% | 1.8% |
| 80Δ | 30.45 | 40.9% | 5.4% | 54.38 | 52.2% | 0.5% |
No recorded observations