Share price$26.73
1D-0.1%
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Market dataready · fetched 2026-10-21T17:52:55.010Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
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 · 2026-10-21T17:52:52.339338015Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:01.089725+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.83 | 373.6% | 43.9% | 25.52 | 77.2% | 5.2% |
| 25Δ | 27.84 | 77.0% | 5.0% | 25.75 | 78.0% | 4.6% |
| 30Δ | 27.60 | 76.7% | 4.3% | 25.97 | 78.8% | 4.0% |
| 35Δ | 27.38 | 76.6% | 3.7% | 26.20 | 72.7% | 3.3% |
| 40Δ | 27.17 | 76.6% | 3.2% | 26.43 | 65.7% | 2.6% |
| 45Δ | 26.97 | 76.6% | 2.8% | 26.62 | 67.0% | 2.2% |
| 50Δ | 26.78 | 76.5% | 2.4% | 26.80 | 72.2% | 2.0% |
| 55Δ | 26.59 | 76.4% | 2.0% | 26.98 | 77.4% | 1.9% |
| 60Δ | 26.41 | 74.8% | 1.7% | 27.61 | 110.3% | 2.0% |
| 65Δ | 26.24 | 71.8% | 1.4% | 28.30 | 147.2% | 2.2% |
| 70Δ | 26.07 | 68.9% | 1.0% | 28.99 | 184.0% | 2.4% |
| 75Δ | 25.23 | 110.0% | 1.1% | 29.77 | 191.3% | 2.0% |
| 80Δ | 23.97 | 178.9% | 1.5% | 29.50 | 148.3% | 1.1% |
| Date | IV |
|---|---|
| 69.08% | |
| 67.35% |