Share price$27.18
1D+1.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:51:40.614Z
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 · 2026-10-22T14:51:12.660530679Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.38 | 72.1% | 25.2% | 22.61 | 93.2% | 20.2% |
| 25Δ | 32.42 | 74.1% | 22.4% | 23.58 | 93.7% | 17.9% |
| 30Δ | 31.45 | 76.1% | 19.7% | 24.55 | 94.2% | 15.6% |
| 35Δ | 30.49 | 78.2% | 16.9% | 25.49 | 94.2% | 13.7% |
| 40Δ | 29.62 | 78.8% | 14.7% | 26.41 | 93.7% | 12.2% |
| 45Δ | 28.85 | 77.8% | 13.1% | 27.33 | 93.2% | 10.6% |
| 50Δ | 28.08 | 76.9% | 11.4% | 28.25 | 92.7% | 9.1% |
| 55Δ | 27.31 | 75.9% | 9.7% | 29.17 | 92.2% | 7.6% |
| 60Δ | 26.54 | 75.0% | 8.0% | |||
| 65Δ | 25.76 | 74.1% | 6.4% | |||
| 70Δ | 24.99 | 73.1% | 4.7% | |||
| 75Δ | 24.38 | 68.8% | 3.8% | |||
| 80Δ | 23.77 | 64.5% | 2.9% | |||
No recorded observations