Share price$27.06
1D-0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:30:03.178Z
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 · 2026-10-23T00:00:00.122747798Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.99 | 93.0% | 31.9% | 23.25 | 74.9% | 16.7% |
| 25Δ | 31.47 | 68.0% | 18.9% | 24.66 | 57.4% | 11.5% |
| 30Δ | 29.69 | 52.6% | 12.3% | 25.55 | 46.0% | 8.2% |
| 35Δ | 28.67 | 42.3% | 8.5% | 26.17 | 38.1% | 5.9% |
| 40Δ | 27.97 | 34.5% | 6.0% | 26.56 | 33.4% | 4.6% |
| 45Δ | 27.64 | 31.4% | 4.9% | 26.96 | 28.7% | 3.2% |
| 50Δ | 27.31 | 28.4% | 3.9% | 27.21 | 27.2% | 2.7% |
| 55Δ | 26.98 | 25.4% | 2.9% | 27.45 | 26.2% | 2.2% |
| 60Δ | 26.77 | 24.5% | 2.5% | 27.69 | 25.1% | 1.7% |
| 65Δ | 26.55 | 23.6% | 2.1% | 27.93 | 24.0% | 1.2% |
| 70Δ | 26.33 | 22.7% | 1.7% | 28.32 | 24.7% | 0.9% |
| 75Δ | 26.11 | 21.8% | 1.3% | 28.78 | 26.0% | 0.7% |
| 80Δ | 25.73 | 21.9% | 0.9% | 29.25 | 27.4% | 0.5% |
No recorded observations