Share price$35.99
1D+2.0%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:50:05.224Z
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 · 2026-10-22T14:49:54.346671493Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.51 | 109.9% | 40.6% | 32.72 | 44.5% | 10.6% |
| 25Δ | 39.47 | 37.9% | 11.1% | 33.35 | 45.2% | 9.5% |
| 30Δ | 37.25 | 20.0% | 4.7% | 33.98 | 45.9% | 8.4% |
| 35Δ | 36.96 | 20.6% | 4.3% | 34.61 | 46.6% | 7.3% |
| 40Δ | 36.67 | 21.2% | 3.9% | 35.21 | 46.5% | 6.2% |
| 45Δ | 36.37 | 21.8% | 3.6% | 35.76 | 45.2% | 5.4% |
| 50Δ | 36.08 | 22.4% | 3.2% | 36.32 | 43.8% | 4.5% |
| 55Δ | 35.79 | 23.0% | 2.8% | 36.87 | 42.5% | 3.7% |
| 60Δ | 35.50 | 23.6% | 2.4% | 37.42 | 41.1% | 2.8% |
| 65Δ | 35.21 | 24.2% | 2.0% | 39.28 | 55.1% | 2.8% |
| 70Δ | 41.36 | 71.5% | 2.9% | |||
| 75Δ | 40.38 | 52.2% | 1.7% | |||
| 80Δ | 45.18 | 82.9% | 2.0% | |||
No recorded observations