Share price$26.78
1D-0.6%
Sold putSold call
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Market datapartial · fetched 2026-10-22T14:09:34.432Z
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 · 2026-10-22T14:05:34.50778988Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 40.02 | 135.9% | 53.1% | 21.72 | 109.6% | 22.9% |
| 25Δ | 37.45 | 135.6% | 44.6% | 22.65 | 121.1% | 21.6% |
| 30Δ | 35.30 | 135.4% | 37.8% | 23.75 | 125.6% | 19.6% |
| 35Δ | 33.39 | 134.2% | 32.0% | 24.95 | 136.5% | 18.3% |
| 40Δ | 31.71 | 133.1% | 27.2% | 26.24 | 136.3% | 16.0% |
| 45Δ | 30.25 | 134.0% | 23.4% | 27.58 | 137.0% | 13.9% |
| 50Δ | 28.91 | 136.1% | 20.2% | 28.94 | 136.7% | 12.0% |
| 55Δ | 27.57 | 136.5% | 17.1% | 30.35 | 136.1% | 10.2% |
| 60Δ | 26.21 | 131.8% | 13.7% | 31.83 | 135.5% | 8.5% |
| 65Δ | 24.95 | 134.2% | 11.5% | 33.74 | 139.0% | 7.2% |
| 70Δ | 23.85 | 117.8% | 7.9% | 36.01 | 143.1% | 5.9% |
| 75Δ | 22.69 | 117.9% | 6.2% | 37.90 | 140.1% | 4.5% |
| 80Δ | 21.68 | 111.1% | 4.4% | 40.76 | 141.1% | 3.2% |
No recorded observations