Share price$31.26
1D-2.4%
Sold putSold callAH
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-22T20:08:33.794Z
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 · 2026-10-22T20:00:00.522309385Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.16 | 80.1% | 27.5% | 28.29 | 47.7% | 11.2% |
| 25Δ | 36.45 | 65.5% | 19.1% | 28.74 | 52.1% | 10.5% |
| 30Δ | 34.38 | 53.7% | 12.6% | 29.36 | 51.1% | 9.0% |
| 35Δ | 33.39 | 48.1% | 9.8% | 30.12 | 44.3% | 6.8% |
| 40Δ | 32.68 | 44.8% | 7.9% | 30.63 | 42.3% | 5.7% |
| 45Δ | 32.08 | 42.4% | 6.4% | 31.12 | 40.7% | 4.6% |
| 50Δ | 31.60 | 40.6% | 5.3% | 31.56 | 40.2% | 3.9% |
| 55Δ | 31.13 | 38.8% | 4.3% | 32.00 | 39.6% | 3.2% |
| 60Δ | 30.65 | 39.4% | 3.7% | 32.44 | 39.0% | 2.7% |
| 65Δ | 30.18 | 40.9% | 3.2% | 32.89 | 38.4% | 2.1% |
| 70Δ | 29.67 | 41.7% | 2.7% | 33.46 | 39.1% | 1.7% |
| 75Δ | 29.14 | 42.2% | 2.2% | 34.06 | 40.1% | 1.3% |
| 80Δ | 28.56 | 41.9% | 1.7% | 34.64 | 39.2% | 0.8% |
No recorded observations