Share price$35.91
1D-0.2%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:49:02.693Z
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 · 2026-10-22T14:48:53.902161484Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 41.79 | 53.7% | 17.9% | 31.54 | 54.0% | 14.0% |
| 25Δ | 39.88 | 48.7% | 13.0% | 32.49 | 51.0% | 11.8% |
| 30Δ | 39.17 | 51.3% | 12.1% | 33.43 | 48.0% | 9.6% |
| 35Δ | 38.47 | 53.9% | 11.1% | 34.38 | 45.0% | 7.4% |
| 40Δ | 37.77 | 56.6% | 10.2% | 35.17 | 42.6% | 5.8% |
| 45Δ | 37.07 | 59.2% | 9.2% | 35.68 | 41.4% | 5.2% |
| 50Δ | 36.37 | 61.8% | 8.2% | 36.19 | 40.2% | 4.6% |
| 55Δ | 35.67 | 64.4% | 7.3% | 36.69 | 38.9% | 4.0% |
| 60Δ | 34.96 | 66.8% | 6.3% | 37.20 | 37.7% | 3.4% |
| 65Δ | 34.12 | 64.8% | 5.4% | 37.71 | 36.5% | 2.9% |
| 70Δ | 33.28 | 62.8% | 4.6% | 38.21 | 35.3% | 2.3% |
| 75Δ | 32.44 | 60.8% | 3.7% | 38.72 | 34.0% | 1.7% |
| 80Δ | 31.60 | 58.8% | 2.8% | 39.23 | 32.8% | 1.1% |
No recorded observations