Share price$24.20
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:51:54.028Z
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 · 2026-10-22T23:40:07.780082983Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.80 | 39.0% | 12.0% | 21.44 | 56.8% | 13.3% |
| 25Δ | 26.45 | 41.4% | 11.0% | 22.79 | 34.9% | 7.3% |
| 30Δ | 26.10 | 43.8% | 10.1% | 23.24 | 33.1% | 6.0% |
| 35Δ | 25.70 | 44.7% | 9.0% | 23.52 | 35.0% | 5.4% |
| 40Δ | 25.28 | 45.1% | 7.9% | 23.80 | 36.8% | 4.9% |
| 45Δ | 24.88 | 44.4% | 6.7% | 24.09 | 38.2% | 4.4% |
| 50Δ | 24.49 | 41.3% | 5.5% | 24.43 | 38.5% | 3.8% |
| 55Δ | 24.11 | 38.1% | 4.3% | 24.77 | 38.8% | 3.2% |
| 60Δ | 23.71 | 39.4% | 3.7% | 25.12 | 38.9% | 2.6% |
| 65Δ | 23.31 | 42.3% | 3.3% | 25.49 | 38.7% | 2.1% |
| 70Δ | 22.89 | 44.8% | 2.9% | 25.86 | 38.4% | 1.6% |
| 75Δ | 22.43 | 45.3% | 2.3% | 26.32 | 38.7% | 1.2% |
| 80Δ | 20.94 | 70.6% | 2.7% | 26.84 | 39.4% | 0.8% |
| Date | IV |
|---|---|
| 35.05% | |
| 36.14% |