Share price$32.26
1D-1.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:55:19.639Z
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 · 2026-10-22T20:10:07.469711375Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.03 | 20.3% | 6.1% | 29.34 | 44.6% | 10.6% |
| 25Δ | 33.74 | 20.5% | 5.5% | 29.87 | 46.5% | 9.5% |
| 30Δ | 33.48 | 21.0% | 4.9% | 30.85 | 35.4% | 6.4% |
| 35Δ | 33.21 | 21.4% | 4.4% | 31.33 | 36.7% | 5.6% |
| 40Δ | 32.95 | 21.4% | 3.8% | 31.70 | 40.6% | 5.4% |
| 45Δ | 32.74 | 19.7% | 3.3% | 32.10 | 43.4% | 5.0% |
| 50Δ | 32.52 | 18.0% | 2.7% | 32.58 | 42.2% | 4.2% |
| 55Δ | 32.30 | 16.3% | 2.1% | |||
| 60Δ | 32.09 | 14.6% | 1.6% | |||
| 65Δ | 31.74 | 17.0% | 1.4% | |||
| 70Δ | 31.30 | 22.2% | 1.5% | |||
| 75Δ | 30.89 | 25.7% | 1.4% | |||
| 80Δ | 30.52 | 25.2% | 1.1% | |||
No recorded observations