Share price$24.66
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:57:09.293Z
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 · 2026-10-22T22:30:00.728003099Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.70 | 228.5% | 38.3% | |||
| 25Δ | 19.87 | 193.4% | 30.5% | |||
| 30Δ | 21.58 | 199.3% | 27.4% | |||
| 35Δ | 23.35 | 201.6% | 24.4% | |||
| 40Δ | 33.96 | 206.6% | 50.0% | 25.36 | 209.9% | 22.0% |
| 45Δ | 31.47 | 205.7% | 42.1% | 27.17 | 204.6% | 18.9% |
| 50Δ | 29.48 | 209.9% | 36.5% | 29.54 | 211.1% | 16.7% |
| 55Δ | 26.97 | 198.6% | 28.2% | 32.16 | 216.2% | 14.6% |
| 60Δ | 25.28 | 206.9% | 24.6% | 34.38 | 211.7% | 12.0% |
| 65Δ | 23.36 | 202.5% | 19.5% | |||
| 70Δ | 21.58 | 202.3% | 15.5% | |||
| 75Δ | 19.86 | 195.2% | 11.4% | |||
| 80Δ | 18.16 | 192.7% | 8.3% | |||
No recorded observations