Share price$36.98
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:08:19.042Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T15:08:01.519217649Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 35.84 | 59.8% | 11.0% | |||
| 45Δ | 39.68 | 59.5% | 14.0% | 36.77 | 57.4% | 9.9% |
| 50Δ | 38.89 | 53.8% | 12.0% | 37.69 | 55.1% | 8.8% |
| 55Δ | 38.10 | 48.0% | 10.0% | 38.62 | 52.8% | 7.7% |
| 60Δ | 37.32 | 42.3% | 8.0% | 39.54 | 50.4% | 6.5% |
| 65Δ | 36.53 | 36.5% | 6.0% | 40.47 | 48.1% | 5.4% |
| 70Δ | 35.75 | 30.8% | 4.0% | 41.40 | 45.8% | 4.3% |
| 75Δ | 34.85 | 25.9% | 2.1% | 42.32 | 43.4% | 3.2% |
| 80Δ | 32.06 | 36.7% | 1.8% | 43.25 | 41.1% | 2.1% |
No recorded observations