Share price$38.03
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T00:34:24.168Z
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 · 2026-10-22T23:00:00.002195303Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 51.80 | 104.9% | 39.0% | 29.95 | 131.1% | 26.2% |
| 25Δ | 46.16 | 84.9% | 24.6% | 33.68 | 76.1% | 14.8% |
| 30Δ | 48.38 | 114.8% | 32.3% | 35.46 | 55.5% | 10.1% |
| 35Δ | 45.57 | 100.8% | 25.3% | 36.17 | 53.9% | 8.9% |
| 40Δ | 42.76 | 86.7% | 18.3% | 36.88 | 52.4% | 7.8% |
| 45Δ | 39.99 | 72.9% | 11.3% | 37.59 | 50.8% | 6.7% |
| 50Δ | 39.23 | 68.3% | 9.9% | 38.30 | 49.3% | 5.5% |
| 55Δ | 38.48 | 63.8% | 8.5% | 39.01 | 47.7% | 4.4% |
| 60Δ | 37.73 | 59.2% | 7.1% | 39.72 | 46.1% | 3.3% |
| 65Δ | 36.97 | 54.7% | 5.6% | 40.79 | 47.9% | 2.6% |
| 70Δ | 36.22 | 50.1% | 4.2% | 42.09 | 51.8% | 2.2% |
| 75Δ | 35.46 | 45.6% | 2.8% | 43.39 | 55.7% | 1.8% |
| 80Δ | 34.39 | 44.7% | 1.7% | 44.70 | 59.5% | 1.4% |
No recorded observations