Share price$23.45
1D-3.9%
Sold putSold call
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Market dataready · fetched 2026-10-22T16:55:10.455Z
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 · 2026-10-22T16:54:33.686114304Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T16:55:09.006603+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.76 | 235.8% | 39.2% | |||
| 25Δ | 18.86 | 196.7% | 30.8% | |||
| 30Δ | 20.52 | 196.9% | 27.2% | |||
| 35Δ | 22.20 | 200.7% | 24.3% | |||
| 40Δ | 31.65 | 197.7% | 46.9% | 23.95 | 202.0% | 21.4% |
| 45Δ | 29.34 | 195.3% | 39.0% | 25.88 | 205.7% | 18.9% |
| 50Δ | 27.34 | 194.4% | 32.7% | 27.84 | 206.0% | 16.4% |
| 55Δ | 25.47 | 192.2% | 27.0% | 29.99 | 206.7% | 14.1% |
| 60Δ | 23.74 | 191.6% | 22.2% | 32.49 | 208.6% | 11.9% |
| 65Δ | 22.20 | 201.8% | 19.4% | |||
| 70Δ | 20.51 | 188.1% | 14.1% | |||
| 75Δ | 18.96 | 184.3% | 10.6% | |||
| 80Δ | 17.38 | 184.7% | 7.9% | |||
No recorded observations