Share price$21.29
1D+3.9%
Sold putSold callAH
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 datapartial · fetched 2026-10-22T22:59:19.582Z
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 · 2026-10-22T22:30:00.003074962Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 22.26 | 50.0% | 8.6% | 20.56 | 122.2% | 15.1% |
| 45Δ | 21.83 | 55.3% | 8.1% | 21.22 | 108.0% | 12.2% |
| 50Δ | 21.39 | 60.6% | 7.5% | 21.89 | 93.8% | 9.2% |
| 55Δ | 20.95 | 65.9% | 7.0% | 22.54 | 80.3% | 6.5% |
| 60Δ | 20.51 | 71.3% | 6.5% | 23.00 | 75.9% | 5.5% |
| 65Δ | 20.08 | 76.6% | 6.0% | 23.46 | 71.5% | 4.5% |
| 70Δ | 23.92 | 67.1% | 3.5% | |||
| 75Δ | 24.39 | 62.7% | 2.5% | |||
| 80Δ | 24.85 | 58.3% | 1.5% | |||
| Date | IV |
|---|---|
| 60.84% |