Share price$24.25
1D-4.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T02:31:34.948Z
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 · 2026-10-22T23:59:29.694800469Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.81 | 38.5% | 11.8% | 21.49 | 56.4% | 13.2% |
| 25Δ | 26.46 | 40.8% | 10.8% | 22.90 | 33.8% | 7.0% |
| 30Δ | 26.12 | 43.0% | 9.9% | 23.26 | 34.0% | 6.1% |
| 35Δ | 25.73 | 44.0% | 8.9% | 23.55 | 35.9% | 5.6% |
| 40Δ | 25.32 | 44.3% | 7.8% | 23.83 | 37.8% | 5.1% |
| 45Δ | 24.91 | 43.9% | 6.6% | 24.14 | 39.1% | 4.5% |
| 50Δ | 24.54 | 40.7% | 5.4% | 24.49 | 39.5% | 3.9% |
| 55Δ | 24.17 | 37.6% | 4.3% | 24.84 | 39.9% | 3.3% |
| 60Δ | 23.78 | 37.7% | 3.5% | 25.20 | 40.0% | 2.7% |
| 65Δ | 23.39 | 40.5% | 3.1% | 25.59 | 39.9% | 2.2% |
| 70Δ | 22.97 | 43.8% | 2.8% | 25.97 | 39.9% | 1.7% |
| 75Δ | 21.52 | 69.9% | 3.2% | 26.50 | 40.8% | 1.3% |
| 80Δ | 20.08 | 96.0% | 3.7% | 27.06 | 41.8% | 0.9% |
| Date | IV |
|---|---|
| 35.05% | |
| 36.14% |