Share price$38.54
1D+1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:23:52.233Z
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 · 2026-10-22T22:48:43.23544221Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 45.76 | 64.9% | 20.7% | 32.93 | 73.2% | 16.8% |
| 25Δ | 42.39 | 44.1% | 11.7% | 35.36 | 52.3% | 10.7% |
| 30Δ | 41.61 | 42.7% | 10.1% | 36.12 | 52.8% | 9.5% |
| 35Δ | 40.83 | 41.4% | 8.5% | 36.88 | 53.2% | 8.2% |
| 40Δ | 40.05 | 40.1% | 6.9% | 37.64 | 53.7% | 7.1% |
| 45Δ | 39.44 | 42.6% | 6.3% | 38.41 | 54.7% | 6.3% |
| 50Δ | 38.84 | 45.4% | 5.8% | 39.19 | 55.7% | 5.4% |
| 55Δ | 38.23 | 48.2% | 5.3% | 39.96 | 56.7% | 4.6% |
| 60Δ | 37.63 | 50.9% | 4.8% | 40.87 | 57.4% | 3.9% |
| 65Δ | 36.59 | 60.1% | 4.6% | 41.79 | 58.1% | 3.2% |
| 70Δ | 35.42 | 71.1% | 4.5% | 42.84 | 59.3% | 2.6% |
| 75Δ | 34.59 | 70.4% | 3.8% | 44.29 | 62.3% | 2.0% |
| 80Δ | 33.96 | 63.4% | 2.9% | 46.03 | 65.5% | 1.5% |
No recorded observations