Share price$24.50
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:25:34.773Z
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 · 2026-10-22T21:16:18.113907492Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.87 | 35.4% | 10.8% | 21.82 | 53.6% | 12.7% |
| 25Δ | 26.54 | 37.3% | 9.9% | 23.09 | 35.7% | 7.4% |
| 30Δ | 26.21 | 39.3% | 9.0% | 23.40 | 38.1% | 6.8% |
| 35Δ | 25.86 | 40.5% | 8.1% | 23.70 | 40.5% | 6.3% |
| 40Δ | 25.48 | 40.5% | 7.1% | 24.01 | 42.8% | 5.7% |
| 45Δ | 25.10 | 40.5% | 6.1% | 24.40 | 43.7% | 5.0% |
| 50Δ | 24.77 | 38.2% | 5.1% | 24.78 | 44.6% | 4.4% |
| 55Δ | 24.46 | 35.1% | 4.1% | 25.19 | 45.4% | 3.7% |
| 60Δ | 24.15 | 32.1% | 3.1% | 25.63 | 46.1% | 3.1% |
| 65Δ | 23.82 | 31.4% | 2.5% | 26.11 | 47.1% | 2.6% |
| 70Δ | 23.46 | 33.0% | 2.2% | 26.73 | 49.5% | 2.1% |
| 75Δ | 23.10 | 34.7% | 1.8% | 27.47 | 52.3% | 1.7% |
| 80Δ | 21.46 | 61.4% | 2.2% | 28.85 | 58.2% | 1.3% |
| Date | IV |
|---|---|
| 35.05% | |
| 36.14% |