Share price$36.51
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:11:10.879Z
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 · 2026-10-22T20:00:02.891975622Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 44.56 | 72.5% | 24.1% | 27.24 | 171.7% | 32.1% |
| 25Δ | 41.23 | 53.0% | 14.9% | 30.40 | 133.0% | 23.4% |
| 30Δ | 39.61 | 45.4% | 10.9% | 32.23 | 112.0% | 18.4% |
| 35Δ | 39.00 | 44.7% | 9.8% | 34.05 | 90.9% | 13.4% |
| 40Δ | 38.39 | 44.0% | 8.7% | 35.38 | 77.9% | 10.2% |
| 45Δ | 37.77 | 43.3% | 7.7% | 36.16 | 73.8% | 8.9% |
| 50Δ | 37.16 | 42.6% | 6.6% | 36.94 | 69.6% | 7.6% |
| 55Δ | 36.55 | 42.0% | 5.5% | 37.72 | 65.4% | 6.2% |
| 60Δ | 35.93 | 41.3% | 4.5% | 38.50 | 61.2% | 4.9% |
| 65Δ | 35.32 | 40.6% | 3.4% | 39.28 | 57.1% | 3.6% |
| 70Δ | 34.47 | 42.1% | 2.7% | 40.19 | 54.1% | 2.3% |
| 75Δ | 33.37 | 46.1% | 2.3% | 42.44 | 63.9% | 2.0% |
| 80Δ | 32.26 | 50.2% | 1.9% | 44.69 | 73.8% | 1.7% |
No recorded observations