Share price$21.27
1D-3.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:00:58.256Z
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 · 2026-10-22T20:00:03.79268803Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.64 | 127.5% | 52.0% | 18.24 | 71.3% | 16.7% |
| 25Δ | 24.68 | 65.9% | 18.6% | 18.95 | 67.7% | 14.0% |
| 30Δ | 24.02 | 64.9% | 16.2% | 19.66 | 64.2% | 11.4% |
| 35Δ | 23.36 | 63.9% | 13.8% | 20.26 | 62.8% | 9.6% |
| 40Δ | 22.71 | 62.9% | 11.4% | 20.75 | 63.6% | 8.5% |
| 45Δ | 22.15 | 64.8% | 10.0% | 21.25 | 64.4% | 7.5% |
| 50Δ | 21.63 | 68.0% | 9.0% | 21.75 | 65.2% | 6.5% |
| 55Δ | 21.11 | 71.3% | 8.0% | 22.25 | 66.0% | 5.4% |
| 60Δ | 20.59 | 74.5% | 7.1% | 22.82 | 66.6% | 4.5% |
| 65Δ | 20.07 | 77.7% | 6.1% | 23.46 | 66.9% | 3.8% |
| 70Δ | 19.32 | 81.7% | 5.3% | 24.11 | 67.2% | 3.0% |
| 75Δ | 18.53 | 85.9% | 4.4% | 24.75 | 67.5% | 2.3% |
| 80Δ | 17.75 | 90.1% | 3.5% | |||
| Date | IV |
|---|---|
| 63.03% | |
| 64.34% |