Share price$25.68
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:40.270Z
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 · 2026-10-22T20:10:00.003406994Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.86 | 68.1% | 22.1% | 22.32 | 67.9% | 15.4% |
| 25Δ | 28.97 | 55.2% | 15.0% | 23.36 | 58.1% | 11.7% |
| 30Δ | 27.98 | 49.0% | 11.4% | 24.14 | 50.4% | 8.9% |
| 35Δ | 27.36 | 46.4% | 9.4% | 24.69 | 45.6% | 7.1% |
| 40Δ | 26.81 | 44.2% | 7.7% | 25.16 | 42.1% | 5.6% |
| 45Δ | 26.37 | 42.5% | 6.5% | 25.53 | 40.3% | 4.7% |
| 50Δ | 25.93 | 41.2% | 5.3% | 25.90 | 38.5% | 3.8% |
| 55Δ | 25.54 | 42.1% | 4.7% | 26.25 | 37.5% | 3.1% |
| 60Δ | 25.16 | 43.0% | 4.0% | 26.60 | 36.9% | 2.5% |
| 65Δ | 24.70 | 45.2% | 3.5% | 26.94 | 36.3% | 2.0% |
| 70Δ | 24.19 | 48.2% | 3.1% | 27.30 | 35.5% | 1.5% |
| 75Δ | 23.60 | 50.9% | 2.6% | 27.66 | 34.6% | 1.1% |
| 80Δ | 22.94 | 53.6% | 2.1% | 28.08 | 34.2% | 0.7% |
| Date | IV |
|---|---|
| 38.99% | |
| 40.40% |