Share price$33.01
1D-2.7%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:02:12.879Z
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 · 2026-10-22T20:00:00.119478627Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.45 | 74.5% | 24.7% | 28.63 | 69.5% | 15.7% |
| 25Δ | 37.39 | 56.4% | 15.4% | 29.94 | 58.9% | 11.9% |
| 30Δ | 35.88 | 47.7% | 11.1% | 31.06 | 50.2% | 8.8% |
| 35Δ | 34.97 | 43.1% | 8.6% | 31.79 | 44.8% | 6.9% |
| 40Δ | 34.45 | 44.3% | 7.7% | 32.35 | 40.7% | 5.5% |
| 45Δ | 33.93 | 44.5% | 6.7% | 32.85 | 37.2% | 4.2% |
| 50Δ | 33.38 | 37.5% | 5.0% | 33.24 | 34.4% | 3.4% |
| 55Δ | 32.88 | 33.0% | 3.7% | 33.57 | 31.8% | 2.7% |
| 60Δ | 32.46 | 33.8% | 3.2% | 33.91 | 29.3% | 2.0% |
| 65Δ | 32.04 | 34.7% | 2.7% | 34.37 | 30.0% | 1.6% |
| 70Δ | 31.55 | 35.6% | 2.3% | 34.88 | 32.0% | 1.3% |
| 75Δ | 31.05 | 36.4% | 1.9% | 35.38 | 32.3% | 1.0% |
| 80Δ | 30.45 | 37.3% | 1.5% | 35.89 | 32.1% | 0.6% |
No recorded observations