Share price$23.62
1D+3.6%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:15:10.033Z
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 · 2026-10-21T23:52:56.490380623Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.96 | 82.2% | 29.2% | 19.37 | 101.2% | 21.7% |
| 25Δ | 29.91 | 99.8% | 30.3% | 20.65 | 87.8% | 16.9% |
| 30Δ | 27.61 | 78.9% | 20.5% | 22.14 | 49.5% | 9.1% |
| 35Δ | 26.54 | 66.0% | 15.9% | 22.49 | 44.3% | 7.7% |
| 40Δ | 25.47 | 53.1% | 11.3% | 22.83 | 39.2% | 6.3% |
| 45Δ | 24.41 | 40.2% | 6.7% | 23.18 | 34.1% | 4.9% |
| 50Δ | 23.78 | 39.4% | 5.0% | 23.52 | 29.0% | 3.5% |
| 55Δ | 23.42 | 45.9% | 4.9% | 23.87 | 23.9% | 2.1% |
| 60Δ | 23.06 | 52.5% | 4.9% | 24.20 | 23.3% | 1.5% |
| 65Δ | 22.70 | 50.4% | 4.1% | 24.52 | 25.6% | 1.3% |
| 70Δ | 22.35 | 46.8% | 3.1% | 24.84 | 27.8% | 1.1% |
| 75Δ | 21.96 | 43.9% | 2.2% | 25.16 | 28.7% | 0.8% |
| 80Δ | 19.45 | 96.3% | 3.4% | 25.48 | 28.1% | 0.5% |
No recorded observations