Share price$29.55
1D-3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:24:10.252Z
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 · 2026-10-22T23:23:07.221454949Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.20 | 92.5% | 31.9% | 24.93 | 85.0% | 18.6% |
| 25Δ | 36.46 | 91.3% | 26.8% | 26.06 | 81.8% | 15.7% |
| 30Δ | 34.80 | 87.7% | 21.9% | 26.94 | 83.2% | 13.9% |
| 35Δ | 33.79 | 90.8% | 19.6% | 27.83 | 83.4% | 12.2% |
| 40Δ | 33.01 | 97.6% | 18.5% | 28.70 | 79.1% | 10.1% |
| 45Δ | 31.99 | 100.9% | 16.5% | 29.50 | 74.5% | 8.3% |
| 50Δ | 30.84 | 99.9% | 13.9% | 30.25 | 71.4% | 6.8% |
| 55Δ | 29.77 | 100.8% | 11.9% | 30.99 | 70.4% | 5.7% |
| 60Δ | 28.73 | 104.9% | 10.4% | 31.82 | 70.9% | 4.8% |
| 65Δ | 27.62 | 106.4% | 8.7% | 32.66 | 70.8% | 3.9% |
| 70Δ | 26.57 | 103.0% | 6.8% | 33.50 | 69.6% | 3.0% |
| 75Δ | 25.45 | 101.3% | 5.2% | 34.78 | 72.9% | 2.4% |
| 80Δ | 23.54 | 121.8% | 4.9% | 35.60 | 69.2% | 1.7% |
No recorded observations