Share price$29.60
1D-3.8%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T03:52:01.394Z
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 · 2026-10-22T23:35:29.42350043Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 38.21 | 92.3% | 31.7% | 24.97 | 85.2% | 18.7% |
| 25Δ | 36.49 | 90.9% | 26.7% | 26.08 | 82.3% | 15.8% |
| 30Δ | 34.81 | 87.2% | 21.8% | 26.98 | 83.7% | 14.0% |
| 35Δ | 33.80 | 90.1% | 19.5% | 27.87 | 84.0% | 12.2% |
| 40Δ | 33.02 | 96.9% | 18.3% | 28.75 | 79.4% | 10.1% |
| 45Δ | 32.02 | 100.2% | 16.3% | 29.55 | 74.8% | 8.3% |
| 50Δ | 30.88 | 99.1% | 13.8% | 30.31 | 72.0% | 6.9% |
| 55Δ | 29.81 | 99.8% | 11.7% | 31.07 | 71.3% | 5.7% |
| 60Δ | 28.77 | 103.9% | 10.3% | 31.91 | 71.9% | 4.8% |
| 65Δ | 27.67 | 105.3% | 8.6% | 32.77 | 71.8% | 3.9% |
| 70Δ | 26.63 | 102.3% | 6.8% | 33.62 | 70.6% | 3.1% |
| 75Δ | 25.55 | 99.3% | 5.1% | 35.04 | 75.2% | 2.5% |
| 80Δ | 23.63 | 120.3% | 4.8% | 35.74 | 69.9% | 1.7% |
No recorded observations