Share price$39.84
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T18:45:55.319Z
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 · 2026-10-23T18:43:56.551505871Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.31 | 159.9% | 30.1% | |||
| 25Δ | 33.17 | 132.0% | 23.2% | |||
| 30Δ | 53.24 | 141.7% | 39.8% | 35.45 | 107.5% | 17.4% |
| 35Δ | 47.55 | 111.9% | 25.5% | 36.71 | 89.2% | 13.8% |
| 40Δ | 44.36 | 93.7% | 17.7% | 37.96 | 70.8% | 10.1% |
| 45Δ | 42.77 | 85.9% | 14.3% | 39.21 | 52.4% | 6.5% |
| 50Δ | 41.19 | 78.0% | 10.9% | 40.28 | 41.2% | 4.0% |
| 55Δ | 39.79 | 71.4% | 8.0% | 41.03 | 41.7% | 3.5% |
| 60Δ | 38.95 | 68.2% | 6.9% | 41.78 | 42.3% | 3.0% |
| 65Δ | 38.10 | 65.1% | 5.8% | 42.52 | 42.9% | 2.5% |
| 70Δ | 37.26 | 61.9% | 4.7% | 43.27 | 43.4% | 2.0% |
| 75Δ | 36.41 | 58.7% | 3.5% | 44.02 | 44.0% | 1.5% |
| 80Δ | 35.57 | 55.6% | 2.4% | 44.77 | 44.6% | 1.0% |
No recorded observations