Share price$24.41
1D-4.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:43:46.909Z
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 · 2026-10-22T20:00:02.31832715Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.22 | 167.5% | 31.8% | |||
| 25Δ | 39.31 | 176.0% | 66.7% | 19.83 | 145.4% | 25.8% |
| 30Δ | 36.46 | 156.0% | 55.4% | 21.44 | 123.4% | 19.8% |
| 35Δ | 33.62 | 136.0% | 44.1% | 22.79 | 107.3% | 15.1% |
| 40Δ | 30.78 | 115.9% | 32.8% | 23.65 | 102.9% | 12.8% |
| 45Δ | 27.93 | 95.9% | 21.5% | 24.51 | 98.5% | 10.6% |
| 50Δ | 25.09 | 75.9% | 10.2% | 25.45 | 96.6% | 8.9% |
| 55Δ | 24.30 | 81.2% | 9.0% | 26.49 | 97.8% | 7.7% |
| 60Δ | 23.57 | 87.4% | 8.2% | 27.54 | 99.1% | 6.6% |
| 65Δ | 22.84 | 93.5% | 7.3% | 28.58 | 100.3% | 5.5% |
| 70Δ | 22.05 | 95.7% | 6.2% | 29.62 | 101.6% | 4.3% |
| 75Δ | 21.21 | 94.2% | 4.9% | 31.31 | 104.8% | 3.4% |
| 80Δ | 20.36 | 92.6% | 3.6% | 33.39 | 109.2% | 2.5% |
| Date | IV |
|---|---|
| 78.17% | |
| 80.63% |