Share price$25.51
1D+4.8%
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Market dataready · fetched 2026-10-24T04:24:22.746Z
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 · 2026-10-23T20:00:01.568694898Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:24:22.511985+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.03 | 137.2% | 26.5% | |||
| 25Δ | 35.97 | 134.7% | 45.5% | 21.30 | 136.9% | 23.4% |
| 30Δ | 34.02 | 133.6% | 39.0% | 22.55 | 135.6% | 20.2% |
| 35Δ | 32.44 | 122.5% | 33.4% | 23.63 | 116.4% | 16.1% |
| 40Δ | 30.87 | 111.4% | 27.7% | 24.70 | 97.2% | 11.9% |
| 45Δ | 29.29 | 100.3% | 22.1% | 25.89 | 97.8% | 10.1% |
| 50Δ | 27.71 | 89.3% | 16.4% | 27.12 | 106.1% | 9.3% |
| 55Δ | 26.13 | 78.2% | 10.8% | 28.36 | 114.4% | 8.4% |
| 60Δ | 24.74 | 73.7% | 6.6% | 29.59 | 122.6% | 7.6% |
| 65Δ | 23.84 | 85.8% | 6.3% | 31.35 | 128.9% | 6.5% |
| 70Δ | 22.94 | 97.9% | 6.0% | 33.37 | 134.2% | 5.4% |
| 75Δ | 22.01 | 102.7% | 5.2% | 36.48 | 146.5% | 4.5% |
| 80Δ | 21.04 | 100.7% | 3.9% | |||
| Date | IV |
|---|---|
| 81.54% | |
| 85.40% | |
| 79.04% | |
| 81.67% | |
| 73.32% | |
| 78.67% | |
| 74.70% | |
| 72.22% | |
| 75.96% | |
| 70.30% | |
| 82.65% | |
| 74.70% | |
| 70.28% | |
| 77.36% | |
| 80.73% | |
| 70.15% | |
| 66.34% | |
| 67.30% | |
| 65.46% | |
| 74.21% | |
| 73.87% | |
| 71.70% | |
| 74.17% | |
| 74.84% | |
| 74.52% | |
| 75.08% | |
| 70.37% | |
| 72.81% | |
| 73.85% | |
| 75.90% | |
| 75.35% | |
| 69.58% | |
| 71.93% | |
| 76.85% | |
| 72.72% | |
| 74.41% | |
| 72.13% | |
| 74.86% | |
| 75.87% | |
| 87.94% | |
| 77.03% | |
| 76.50% | |
| 78.00% | |
| 79.20% | |
| 74.74% | |
| 80.72% |