Share price$37.23
1D+4.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:27:51.724Z
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 · 2026-10-22T23:00:00.002554108Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.75 | 32.4% | 10.4% | 30.24 | 93.2% | 21.1% |
| 25Δ | 34.32 | 46.9% | 9.7% | |||
| 30Δ | 35.53 | 40.8% | 7.3% | |||
| 35Δ | 36.17 | 42.6% | 6.7% | |||
| 40Δ | 36.80 | 44.5% | 6.0% | |||
| 45Δ | 37.44 | 46.3% | 5.4% | |||
| 50Δ | 38.08 | 48.1% | 4.8% | |||
| 55Δ | 38.72 | 50.0% | 4.2% | |||
| 60Δ | 39.35 | 51.8% | 3.5% | |||
| 65Δ | 39.99 | 53.7% | 2.9% | |||
| 70Δ | 42.34 | 67.6% | 2.8% | |||
| 75Δ | 44.73 | 81.8% | 2.6% | |||
| 80Δ | ||||||
No recorded observations