Share price$32.20
1D-0.3%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:41:24.249Z
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 · 2026-10-22T14:57:18.985053058Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 48.96 | 141.1% | 55.8% | 24.80 | 148.0% | 28.8% |
| 25Δ | 44.56 | 131.6% | 43.0% | 26.86 | 135.3% | 23.6% |
| 30Δ | 40.14 | 112.6% | 29.8% | 28.39 | 137.3% | 21.0% |
| 35Δ | 38.51 | 114.4% | 26.0% | 30.02 | 124.1% | 16.9% |
| 40Δ | 37.31 | 120.6% | 23.9% | 31.59 | 139.2% | 16.2% |
| 45Δ | 35.53 | 116.9% | 19.7% | 33.21 | 139.0% | 14.1% |
| 50Δ | 33.88 | 109.3% | 15.5% | 34.92 | 140.1% | 12.2% |
| 55Δ | 32.67 | 115.7% | 13.9% | 36.57 | 137.6% | 10.3% |
| 60Δ | 31.44 | 124.0% | 12.7% | 38.24 | 134.9% | 8.5% |
| 65Δ | 30.06 | 114.0% | 9.4% | 40.10 | 133.6% | 6.9% |
| 70Δ | 28.75 | 113.0% | 7.5% | 41.56 | 127.2% | 5.4% |
| 75Δ | 27.15 | 123.0% | 6.5% | 47.32 | 151.7% | 4.7% |
| 80Δ | 25.83 | 117.2% | 4.6% | 47.65 | 133.5% | 3.1% |
No recorded observations