Share price$36.18
1D+2.6%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T20:31:30.170Z
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 · 2026-10-22T20:10:00.000345391Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 49.26 | 108.5% | 39.1% | 32.80 | 45.9% | 10.9% |
| 25Δ | 42.72 | 67.6% | 20.4% | 33.46 | 46.5% | 9.7% |
| 30Δ | 37.47 | 20.5% | 4.6% | 34.12 | 47.0% | 8.5% |
| 35Δ | 37.15 | 21.3% | 4.3% | 34.78 | 47.6% | 7.3% |
| 40Δ | 36.84 | 22.2% | 3.9% | 35.36 | 46.5% | 6.3% |
| 45Δ | 36.53 | 23.0% | 3.6% | 35.90 | 44.5% | 5.4% |
| 50Δ | 36.22 | 23.9% | 3.2% | 36.45 | 42.5% | 4.4% |
| 55Δ | 35.91 | 24.7% | 2.9% | 36.99 | 40.6% | 3.5% |
| 60Δ | 35.60 | 25.6% | 2.5% | 37.60 | 39.4% | 2.6% |
| 65Δ | 35.28 | 26.4% | 2.2% | 39.13 | 48.8% | 2.5% |
| 70Δ | 40.66 | 58.2% | 2.3% | |||
| 75Δ | 42.19 | 67.7% | 2.2% | |||
| 80Δ | 44.97 | 79.7% | 1.9% | |||
No recorded observations