Share price$35.71
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:47:27.167Z
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 · 2026-10-22T23:37:00.819744311Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.33 | 99.9% | 21.4% | |||
| 25Δ | 43.65 | 85.5% | 25.4% | 30.95 | 90.8% | 17.7% |
| 30Δ | 39.97 | 63.3% | 15.0% | 32.18 | 86.2% | 15.1% |
| 35Δ | 39.11 | 62.1% | 13.4% | 33.41 | 81.5% | 12.6% |
| 40Δ | 38.25 | 60.9% | 11.7% | 34.64 | 76.9% | 10.0% |
| 45Δ | 37.39 | 59.8% | 10.1% | 35.83 | 77.5% | 8.6% |
| 50Δ | 36.53 | 58.6% | 8.4% | 37.01 | 80.3% | 7.6% |
| 55Δ | 35.67 | 57.5% | 6.8% | 38.18 | 83.1% | 6.7% |
| 60Δ | 34.83 | 56.4% | 5.3% | 39.36 | 85.9% | 5.7% |
| 65Δ | 34.03 | 55.5% | 4.6% | 40.92 | 89.6% | 4.8% |
| 70Δ | 33.24 | 54.6% | 3.9% | 42.95 | 94.3% | 4.1% |
| 75Δ | 32.44 | 53.7% | 3.2% | 44.98 | 99.1% | 3.3% |
| 80Δ | 31.65 | 52.9% | 2.5% | |||
No recorded observations