Share price$20.11
1D+0.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T10:06:45.253Z
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 · 2026-10-23T00:00:00.115744189Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 27.41 | 110.0% | 39.3% | 17.00 | 85.1% | 18.5% |
| 25Δ | 24.04 | 79.8% | 22.5% | 18.12 | 65.7% | 12.9% |
| 30Δ | 22.45 | 61.7% | 14.6% | 18.87 | 52.3% | 9.1% |
| 35Δ | 21.55 | 49.6% | 10.1% | 19.31 | 45.9% | 7.2% |
| 40Δ | 20.93 | 41.2% | 7.2% | 19.67 | 40.9% | 5.6% |
| 45Δ | 20.63 | 38.9% | 6.0% | 20.02 | 36.2% | 4.1% |
| 50Δ | 20.34 | 36.6% | 4.9% | 20.22 | 34.0% | 3.5% |
| 55Δ | 20.04 | 34.2% | 3.8% | 20.41 | 31.8% | 2.8% |
| 60Δ | 19.83 | 32.5% | 3.2% | 20.60 | 29.7% | 2.2% |
| 65Δ | 19.63 | 30.9% | 2.7% | 20.80 | 27.5% | 1.6% |
| 70Δ | 19.43 | 29.3% | 2.2% | 20.99 | 25.3% | 0.9% |
| 75Δ | 19.23 | 27.7% | 1.7% | 21.23 | 24.7% | 0.7% |
| 80Δ | 19.03 | 26.1% | 1.2% | 21.47 | 24.1% | 0.5% |
| Date | IV |
|---|---|
| 55.91% |