Share price$29.05
1D-2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-23T19:40:17.513Z
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 · 2026-10-23T19:40:02.038370677Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.76 | 87.2% | 29.0% | 24.65 | 82.3% | 18.0% |
| 25Δ | 35.88 | 93.4% | 26.9% | 25.60 | 83.4% | 15.8% |
| 30Δ | 34.45 | 92.6% | 22.9% | 26.49 | 84.5% | 13.9% |
| 35Δ | 33.33 | 94.1% | 20.1% | 27.36 | 83.8% | 12.1% |
| 40Δ | 32.20 | 93.9% | 17.3% | 28.22 | 80.0% | 10.1% |
| 45Δ | 31.16 | 94.3% | 14.9% | 29.01 | 75.7% | 8.2% |
| 50Δ | 30.20 | 96.8% | 13.1% | 29.82 | 77.2% | 7.2% |
| 55Δ | 29.20 | 96.7% | 11.1% | 30.58 | 75.8% | 6.0% |
| 60Δ | 28.22 | 98.3% | 9.5% | 31.38 | 74.7% | 4.9% |
| 65Δ | 27.20 | 100.8% | 8.0% | 32.31 | 75.8% | 4.1% |
| 70Δ | 26.23 | 97.7% | 6.3% | 33.25 | 75.7% | 3.3% |
| 75Δ | 25.33 | 92.8% | 4.7% | 33.93 | 71.2% | 2.3% |
| 80Δ | 23.52 | 112.6% | 4.3% | 35.09 | 71.3% | 1.7% |
No recorded observations