Share price$31.53
1D-4.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:22:09.329Z
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 · 2026-10-22T20:00:00.381394187Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.08 | 159.4% | 66.1% | |||
| 25Δ | 44.35 | 137.8% | 45.5% | 26.16 | 140.6% | 24.4% |
| 30Δ | 40.54 | 125.4% | 34.2% | 27.83 | 136.9% | 20.9% |
| 35Δ | 38.53 | 124.7% | 29.1% | 29.37 | 135.0% | 18.1% |
| 40Δ | 36.73 | 123.7% | 24.7% | 30.87 | 134.2% | 15.8% |
| 45Δ | 35.11 | 123.5% | 21.1% | 32.41 | 134.4% | 13.7% |
| 50Δ | 33.61 | 123.6% | 17.9% | 33.95 | 133.5% | 11.7% |
| 55Δ | 32.18 | 124.2% | 15.2% | 35.49 | 131.2% | 9.9% |
| 60Δ | 30.78 | 124.7% | 12.8% | 37.34 | 133.3% | 8.4% |
| 65Δ | 29.38 | 125.6% | 10.6% | 39.34 | 134.5% | 7.0% |
| 70Δ | 27.96 | 126.4% | 8.6% | 41.67 | 136.4% | 5.7% |
| 75Δ | 26.40 | 130.0% | 6.9% | 45.04 | 143.1% | 4.5% |
| 80Δ | 24.64 | 134.6% | 5.4% | 50.65 | 157.0% | 3.5% |
No recorded observations