Share price$31.46
1D-4.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:15:32.334Z
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 · 2026-10-22T17:41:15.909187773Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.06 | 159.6% | 66.4% | |||
| 25Δ | 44.33 | 138.2% | 45.7% | 26.06 | 142.9% | 24.7% |
| 30Δ | 40.51 | 126.0% | 34.4% | 27.74 | 139.6% | 21.2% |
| 35Δ | 38.47 | 125.1% | 29.2% | 29.29 | 138.0% | 18.8% |
| 40Δ | 36.59 | 123.0% | 24.5% | 30.84 | 136.8% | 16.6% |
| 45Δ | 34.97 | 122.3% | 20.8% | 32.38 | 135.6% | 14.3% |
| 50Δ | 33.51 | 122.9% | 17.8% | 33.93 | 134.3% | 12.1% |
| 55Δ | 32.08 | 122.6% | 15.0% | 35.60 | 134.4% | 10.1% |
| 60Δ | 30.69 | 123.2% | 12.6% | 37.56 | 137.4% | 8.6% |
| 65Δ | 29.31 | 124.0% | 10.5% | 39.63 | 138.3% | 7.2% |
| 70Δ | 27.91 | 124.9% | 8.5% | 42.05 | 140.1% | 5.8% |
| 75Δ | 26.41 | 127.2% | 6.8% | 46.10 | 150.9% | 4.7% |
| 80Δ | 24.82 | 128.3% | 5.1% | 51.67 | 162.8% | 3.6% |
No recorded observations