Share price$25.67
1D+0.3%
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 datapartial · fetched 2026-10-23T19:22:40.234Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19
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 · 2026-10-23T17:54:08.92770344Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | 28.54 | 37.5% | 17.3% | |||
| 45Δ | 27.73 | 37.8% | 15.6% | |||
| 50Δ | 26.91 | 38.0% | 13.8% | |||
| 55Δ | 26.09 | 38.3% | 12.0% | |||
| 60Δ | 25.28 | 38.6% | 10.3% | |||
| 65Δ | 24.46 | 38.9% | 8.5% | |||
| 70Δ | 30.73 | 39.5% | 2.2% | |||
| 75Δ | 32.15 | 40.8% | 1.4% | |||
| 80Δ | 35.12 | 47.2% | 0.7% | |||
| Date | IV |
|---|---|
| 38.99% | |
| 40.40% | |
| 93.31% |