Share price$37.81
1D+0.4%
Sold putSold call
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Market datapartial · fetched 2026-10-23T16:42:06.574Z
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 · 2026-10-23T14:16:44.977134415Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 33.95 | 106.1% | 16.8% | |||
| 35Δ | 36.44 | 42.9% | 6.5% | |||
| 40Δ | 42.11 | 96.7% | 18.0% | 37.28 | 26.9% | 3.6% |
| 45Δ | 39.98 | 79.2% | 12.3% | 37.64 | 24.7% | 2.8% |
| 50Δ | 38.18 | 32.5% | 4.3% | 38.00 | 22.4% | 2.1% |
| 55Δ | 37.64 | 29.0% | 3.2% | 38.27 | 21.7% | 1.7% |
| 60Δ | 37.23 | 30.4% | 2.8% | 38.53 | 20.9% | 1.4% |
| 65Δ | 38.80 | 20.2% | 1.0% | |||
| 70Δ | ||||||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations