Share price$21.44
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:44:38.659Z
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 · 2026-10-22T23:00:00.001711881Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.31 | 61.1% | 19.8% | 18.59 | 64.3% | 15.3% |
| 25Δ | 24.33 | 54.3% | 15.5% | 19.55 | 53.3% | 11.1% |
| 30Δ | 23.60 | 49.6% | 12.5% | 20.20 | 48.0% | 8.7% |
| 35Δ | 22.87 | 44.9% | 9.4% | 20.57 | 47.7% | 7.8% |
| 40Δ | 22.33 | 42.7% | 7.5% | 20.94 | 47.4% | 6.8% |
| 45Δ | 21.98 | 43.1% | 6.7% | 21.31 | 47.1% | 5.9% |
| 50Δ | 21.64 | 43.5% | 6.0% | 21.68 | 46.8% | 5.0% |
| 55Δ | 21.29 | 44.0% | 5.3% | 22.05 | 46.5% | 4.1% |
| 60Δ | 20.94 | 44.4% | 4.5% | 22.42 | 46.2% | 3.2% |
| 65Δ | 20.59 | 44.8% | 3.8% | 23.15 | 51.4% | 2.7% |
| 70Δ | 20.25 | 45.3% | 3.0% | 23.99 | 58.3% | 2.4% |
| 75Δ | 24.82 | 65.1% | 2.1% | |||
| 80Δ | 26.31 | 70.3% | 1.6% | |||
| Date | IV |
|---|---|
| 39.94% | |
| 44.17% |