Share price$24.11
1D-0.9%
Sold putSold call
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Market datapartial · fetched 2026-10-23T15:46:54.195Z
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 · 2026-10-23T15:46:53.348541468Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.68 | 39.0% | 11.8% | 22.23 | 38.0% | 9.1% |
| 25Δ | 26.29 | 40.8% | 10.7% | 22.64 | 37.2% | 7.7% |
| 30Δ | 25.88 | 41.8% | 9.4% | 23.05 | 36.6% | 6.5% |
| 35Δ | 25.44 | 40.4% | 8.0% | 23.36 | 36.8% | 5.7% |
| 40Δ | 25.00 | 39.1% | 6.6% | 23.68 | 37.0% | 4.9% |
| 45Δ | 24.67 | 38.4% | 5.7% | 24.00 | 37.3% | 4.2% |
| 50Δ | 24.33 | 37.7% | 4.9% | 24.35 | 38.7% | 3.7% |
| 55Δ | 24.00 | 37.0% | 4.0% | 24.70 | 40.2% | 3.2% |
| 60Δ | 23.73 | 35.3% | 3.4% | 25.06 | 41.4% | 2.8% |
| 65Δ | 23.46 | 33.7% | 2.8% | 25.47 | 41.5% | 2.3% |
| 70Δ | 23.19 | 32.0% | 2.2% | 25.87 | 41.6% | 1.8% |
| 75Δ | 22.79 | 33.3% | 1.7% | 29.13 | 72.6% | 2.0% |
| 80Δ | 22.08 | 41.6% | 1.6% | 33.75 | 118.3% | 2.7% |
| Date | IV |
|---|---|
| 35.05% | |
| 36.14% | |
| 40.70% |