Share price$28.10
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T16:44:23.765Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-23T00:00:08.557089856Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 29.42 | 31.6% | 2.7% | |||
| 65Δ | 29.87 | 31.2% | 2.1% | |||
| 70Δ | 30.64 | 34.2% | 1.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
No recorded observations