Share price$31.39
1D-2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T17:44:18.053Z
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 · 2026-10-22T16:48:24.202912643Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 34.59 | 115.2% | 8.9% | |||
| 60Δ | 35.99 | 113.8% | 7.4% | |||
| 65Δ | 37.40 | 112.2% | 6.0% | |||
| 70Δ | 38.88 | 110.0% | 4.7% | |||
| 75Δ | 40.60 | 108.8% | 3.6% | |||
| 80Δ | 24.86 | 126.2% | 5.0% | 42.39 | 106.3% | 2.5% |
No recorded observations