Share price$24.41
1D-4.4%
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 dataready · fetched 2026-10-22T22:09:22.108Z
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 · ready · quarter 2026-06-30 · fetched 2026-10-22T22:09:20.587283+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.22 | 166.7% | 31.8% | |||
| 25Δ | 39.31 | 175.2% | 66.7% | 19.83 | 144.7% | 25.8% |
| 30Δ | 36.47 | 155.0% | 55.4% | 21.44 | 122.8% | 19.8% |
| 35Δ | 33.63 | 134.9% | 44.1% | 22.79 | 106.6% | 15.1% |
| 40Δ | 30.78 | 114.8% | 32.8% | 23.65 | 101.9% | 12.8% |
| 45Δ | 27.94 | 94.7% | 21.5% | 24.52 | 97.1% | 10.6% |
| 50Δ | 25.10 | 74.6% | 10.2% | 25.46 | 95.0% | 8.9% |
| 55Δ | 24.30 | 79.7% | 9.0% | 26.50 | 96.2% | 7.7% |
| 60Δ | 23.57 | 85.8% | 8.2% | 27.54 | 97.4% | 6.6% |
| 65Δ | 22.85 | 91.8% | 7.3% | 28.59 | 98.7% | 5.5% |
| 70Δ | 22.06 | 93.9% | 6.2% | 29.63 | 99.9% | 4.3% |
| 75Δ | 21.21 | 92.4% | 4.9% | 31.34 | 103.2% | 3.4% |
| 80Δ | 20.37 | 91.0% | 3.6% | 33.41 | 107.5% | 2.5% |
| Date | IV |
|---|---|
| 78.17% | |
| 80.63% |