Share price$29.37
1D-0.5%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market dataready · fetched 2026-10-22T14:50:11.979Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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 · 2026-10-22T14:36:15.014533041Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T14:50:08.949882+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | 38.24 | 40.0% | 34.2% | |||
| 30Δ | 37.12 | 38.9% | 31.7% | |||
| 35Δ | 35.99 | 37.9% | 29.2% | |||
| 40Δ | 34.87 | 36.8% | 26.8% | |||
| 45Δ | 33.75 | 35.7% | 24.3% | |||
| 50Δ | 32.62 | 34.7% | 21.8% | |||
| 55Δ | 31.50 | 33.6% | 19.3% | |||
| 60Δ | 30.37 | 32.6% | 16.9% | |||
| 65Δ | 29.25 | 31.5% | 14.4% | |||
| 70Δ | 28.13 | 30.5% | 11.9% | 32.31 | 18.0% | 0.0% |
| 75Δ | 27.00 | 29.4% | 9.4% | 33.64 | 21.8% | 0.2% |
| 80Δ | 25.88 | 28.4% | 7.0% | 37.06 | 32.1% | 0.3% |
No recorded observations