Share price$27.35
1D-2.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T03:00:09.958Z
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 · 2026-10-23T00:00:07.918460623Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-23T03:00:09.521875+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 33.58 | 73.4% | 24.8% | 23.69 | 70.2% | 15.8% |
| 25Δ | 30.74 | 53.6% | 14.5% | 24.98 | 56.4% | 11.2% |
| 30Δ | 29.49 | 43.1% | 10.0% | 25.72 | 50.4% | 8.9% |
| 35Δ | 28.78 | 39.8% | 7.8% | 26.29 | 46.3% | 7.1% |
| 40Δ | 28.45 | 43.9% | 7.5% | 26.78 | 43.3% | 5.8% |
| 45Δ | 28.13 | 48.0% | 7.2% | 27.22 | 42.1% | 4.8% |
| 50Δ | 27.71 | 50.2% | 6.5% | 27.64 | 42.4% | 4.2% |
| 55Δ | 27.22 | 51.2% | 5.7% | 28.05 | 42.5% | 3.5% |
| 60Δ | 26.70 | 52.8% | 4.9% | 28.44 | 41.2% | 2.8% |
| 65Δ | 26.15 | 55.0% | 4.3% | 28.83 | 39.9% | 2.2% |
| 70Δ | 25.49 | 58.2% | 3.7% | 29.61 | 45.3% | 1.9% |
| 75Δ | 24.78 | 61.0% | 3.1% | 30.21 | 46.5% | 1.6% |
| 80Δ | 24.03 | 62.2% | 2.4% | 30.53 | 42.4% | 1.0% |
No recorded observations