Share price$39.67
1D+2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:06:01.332Z
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 · 2026-10-22T20:10:00.000468166Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 72.29 | 150.7% | 85.0% | 36.18 | 36.7% | 10.1% |
| 25Δ | 66.73 | 129.6% | 71.0% | 36.81 | 36.0% | 9.0% |
| 30Δ | 61.17 | 108.6% | 57.0% | 37.44 | 35.3% | 7.8% |
| 35Δ | 55.61 | 87.6% | 43.0% | 38.06 | 34.5% | 6.7% |
| 40Δ | 50.05 | 66.5% | 29.1% | 38.69 | 33.8% | 5.5% |
| 45Δ | 44.49 | 45.5% | 15.1% | 39.32 | 33.1% | 4.3% |
| 50Δ | 39.94 | 32.4% | 3.2% | |||
| 55Δ | 41.44 | 39.0% | 2.9% | |||
| 60Δ | 43.02 | 46.3% | 2.6% | |||
| 65Δ | 44.60 | 53.7% | 2.4% | |||
| 70Δ | 46.18 | 61.0% | 2.1% | |||
| 75Δ | 47.77 | 68.4% | 1.9% | |||
| 80Δ | 49.35 | 75.7% | 1.7% | |||
No recorded observations