Share price$20.61
1D-0.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:19.150Z
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 · 2026-10-22T23:00:00.002773444Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 22.43 | 30.1% | 9.7% | 19.13 | 34.7% | 8.3% |
| 25Δ | 21.81 | 26.1% | 6.9% | 19.43 | 34.5% | 7.3% |
| 30Δ | 21.57 | 25.5% | 6.0% | 19.73 | 34.3% | 6.2% |
| 35Δ | 21.33 | 24.8% | 5.1% | 20.02 | 34.1% | 5.2% |
| 40Δ | 21.09 | 24.1% | 4.2% | 20.27 | 34.0% | 4.6% |
| 45Δ | 20.90 | 23.4% | 3.6% | 20.52 | 34.0% | 4.0% |
| 50Δ | 20.75 | 22.8% | 3.2% | 20.76 | 33.9% | 3.3% |
| 55Δ | 20.59 | 22.1% | 2.7% | 21.01 | 33.8% | 2.7% |
| 60Δ | 20.43 | 21.4% | 2.3% | 21.31 | 34.6% | 2.3% |
| 65Δ | 20.28 | 20.7% | 1.9% | 21.61 | 35.4% | 1.9% |
| 70Δ | 20.12 | 20.0% | 1.5% | 21.91 | 36.2% | 1.5% |
| 75Δ | 19.77 | 21.4% | 1.1% | 23.33 | 57.6% | 1.9% |
| 80Δ | 18.70 | 30.5% | 0.9% | 23.81 | 55.3% | 1.3% |
| Date | IV |
|---|---|
| 27.52% | |
| 25.95% |