Share price$27.06
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:42:17.401Z
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 · 2026-10-22T16:42:08.952513473Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.99 | 92.2% | 31.9% | 23.25 | 74.3% | 16.7% |
| 25Δ | 31.47 | 67.4% | 18.9% | 24.66 | 57.0% | 11.5% |
| 30Δ | 29.69 | 52.1% | 12.3% | 25.55 | 45.6% | 8.2% |
| 35Δ | 28.67 | 41.9% | 8.5% | 26.17 | 37.8% | 5.9% |
| 40Δ | 27.97 | 34.2% | 6.0% | 26.56 | 33.1% | 4.6% |
| 45Δ | 27.64 | 31.1% | 4.9% | 26.96 | 28.4% | 3.2% |
| 50Δ | 27.31 | 28.1% | 3.9% | 27.45 | 33.0% | 3.0% |
| 55Δ | 26.99 | 25.2% | 2.9% | 27.96 | 38.6% | 2.9% |
| 60Δ | 26.77 | 24.2% | 2.5% | 28.46 | 44.3% | 2.8% |
| 65Δ | 26.55 | 23.3% | 2.1% | 28.96 | 49.9% | 2.7% |
| 70Δ | 26.34 | 22.3% | 1.7% | 30.28 | 62.5% | 2.7% |
| 75Δ | 26.12 | 21.3% | 1.3% | 32.39 | 79.5% | 2.6% |
| 80Δ | 25.74 | 21.5% | 1.0% | 34.17 | 85.4% | 2.2% |
No recorded observations