Share price$19.48
1D-2.8%
Sold putSold call
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Market datapartial · fetched 2026-10-22T16:03:02.909Z
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 · 2026-10-22T16:02:12.880361114Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.83 | 87.6% | 30.0% | 16.12 | 91.7% | 20.6% |
| 25Δ | 23.98 | 88.8% | 26.5% | 16.96 | 88.4% | 17.2% |
| 30Δ | 23.12 | 90.0% | 23.0% | 17.72 | 86.8% | 14.5% |
| 35Δ | 22.32 | 91.7% | 20.0% | 18.34 | 88.3% | 13.0% |
| 40Δ | 21.66 | 94.6% | 18.0% | 18.96 | 89.8% | 11.5% |
| 45Δ | 20.99 | 97.4% | 16.0% | 19.58 | 91.2% | 10.0% |
| 50Δ | 20.33 | 100.3% | 14.0% | 20.20 | 91.6% | 8.6% |
| 55Δ | 19.65 | 101.3% | 12.1% | 20.84 | 89.7% | 7.3% |
| 60Δ | 18.95 | 100.6% | 10.3% | 21.47 | 87.8% | 6.1% |
| 65Δ | 18.25 | 99.9% | 8.4% | 22.10 | 85.8% | 4.8% |
| 70Δ | 17.55 | 99.2% | 6.5% | 22.81 | 84.2% | 3.7% |
| 75Δ | 16.57 | 107.3% | 5.5% | 23.63 | 83.0% | 2.8% |
| 80Δ | 15.56 | 116.0% | 4.5% | 24.46 | 81.8% | 2.0% |
| Date | IV |
|---|---|
| 83.68% | |
| 87.69% |