Share price$37.82
1D+2.5%
Sold putSold call
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Market datapartial · fetched 2026-10-22T19:59:43.401Z
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 · 2026-10-22T19:59:35.57112025Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.17 | 193.9% | 37.3% | |||
| 25Δ | 27.53 | 177.9% | 33.8% | |||
| 30Δ | 51.74 | 148.3% | 43.3% | 28.89 | 161.9% | 30.2% |
| 35Δ | 47.07 | 122.0% | 30.9% | 30.25 | 146.0% | 26.7% |
| 40Δ | 43.45 | 99.1% | 21.4% | 31.62 | 130.0% | 23.1% |
| 45Δ | 39.97 | 77.0% | 12.2% | 32.98 | 114.0% | 19.6% |
| 50Δ | 39.30 | 71.0% | 10.7% | 34.34 | 98.1% | 16.0% |
| 55Δ | 38.64 | 65.1% | 9.2% | 35.70 | 82.1% | 12.4% |
| 60Δ | 37.97 | 59.1% | 7.8% | 37.07 | 66.1% | 8.9% |
| 65Δ | 37.30 | 53.1% | 6.3% | 38.43 | 50.2% | 5.3% |
| 70Δ | 36.64 | 47.2% | 4.8% | 39.79 | 34.2% | 1.8% |
| 75Δ | 35.97 | 41.2% | 3.3% | 41.27 | 36.3% | 1.0% |
| 80Δ | 35.30 | 35.2% | 1.9% | 42.76 | 41.6% | 0.8% |
No recorded observations