Share price$27.75
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:57:23.321Z
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 · 2026-10-22T22:34:58.674157601Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.90 | 71.4% | 24.2% | 23.96 | 72.2% | 16.2% |
| 25Δ | 30.98 | 50.8% | 13.6% | 25.26 | 58.1% | 11.6% |
| 30Δ | 29.98 | 44.7% | 10.3% | 26.06 | 52.2% | 9.1% |
| 35Δ | 28.96 | 32.6% | 6.4% | 26.62 | 49.3% | 7.6% |
| 40Δ | 28.65 | 36.1% | 6.1% | 27.15 | 47.7% | 6.3% |
| 45Δ | 28.34 | 39.5% | 5.8% | 27.63 | 48.6% | 5.6% |
| 50Δ | 28.03 | 43.0% | 5.5% | 28.10 | 49.2% | 4.8% |
| 55Δ | 27.61 | 43.5% | 4.8% | 28.59 | 48.5% | 4.0% |
| 60Δ | 27.18 | 43.6% | 4.1% | 29.14 | 49.4% | 3.3% |
| 65Δ | 26.72 | 44.2% | 3.5% | 30.06 | 58.4% | 3.2% |
| 70Δ | 26.24 | 45.0% | 2.9% | 30.55 | 55.0% | 2.4% |
| 75Δ | 25.70 | 46.1% | 2.4% | 31.05 | 51.8% | 1.7% |
| 80Δ | 25.09 | 47.4% | 1.9% | 31.85 | 52.0% | 1.2% |
No recorded observations