Share price$37.81
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:22.951Z
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 · 2026-10-22T20:10:00.000421148Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.16 | 194.1% | 37.3% | |||
| 25Δ | 27.52 | 178.2% | 33.8% | |||
| 30Δ | 51.73 | 148.5% | 43.3% | 28.87 | 162.2% | 30.3% |
| 35Δ | 47.06 | 122.1% | 30.9% | 30.23 | 146.3% | 26.7% |
| 40Δ | 43.43 | 99.2% | 21.4% | 31.59 | 130.4% | 23.2% |
| 45Δ | 39.96 | 77.2% | 12.2% | 32.94 | 114.4% | 19.6% |
| 50Δ | 39.29 | 71.2% | 10.7% | 34.30 | 98.5% | 16.1% |
| 55Δ | 38.62 | 65.2% | 9.2% | 35.66 | 82.6% | 12.5% |
| 60Δ | 37.95 | 59.2% | 7.8% | 37.01 | 66.6% | 9.0% |
| 65Δ | 37.28 | 53.2% | 6.3% | 38.37 | 50.7% | 5.5% |
| 70Δ | 36.61 | 47.2% | 4.8% | 39.73 | 34.7% | 1.9% |
| 75Δ | 35.94 | 41.2% | 3.3% | 41.19 | 35.8% | 1.0% |
| 80Δ | 35.27 | 35.2% | 1.8% | 42.69 | 41.1% | 0.8% |
No recorded observations