Share price$24.98
1D+2.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:30:57.168Z
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 · 2026-10-22T20:10:00.002261991Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.77 | 87.6% | 29.7% | 20.69 | 93.3% | 20.3% |
| 25Δ | 29.71 | 70.3% | 21.4% | 22.82 | 51.2% | 10.7% |
| 30Δ | 28.52 | 72.6% | 17.7% | 24.12 | 28.8% | 5.2% |
| 35Δ | 27.05 | 57.6% | 11.8% | 24.37 | 31.1% | 4.8% |
| 40Δ | 26.45 | 46.8% | 9.1% | 24.63 | 33.4% | 4.4% |
| 45Δ | 25.88 | 36.1% | 6.5% | 24.89 | 35.7% | 4.1% |
| 50Δ | 25.32 | 25.4% | 3.8% | 25.29 | 40.8% | 3.9% |
| 55Δ | 24.70 | 22.4% | 2.3% | 25.77 | 47.7% | 3.8% |
| 60Δ | 24.02 | 29.1% | 2.2% | 26.60 | 58.3% | 3.9% |
| 65Δ | 23.34 | 35.7% | 2.0% | 27.74 | 72.2% | 3.9% |
| 70Δ | 22.67 | 42.4% | 1.9% | 27.89 | 60.1% | 2.6% |
| 75Δ | 21.99 | 49.0% | 1.7% | 31.54 | 100.1% | 3.3% |
| 80Δ | 21.31 | 55.7% | 1.6% | 33.05 | 98.8% | 2.4% |
| Date | IV |
|---|---|
| 33.12% | |
| 29.76% |