Share price$24.40
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:31:54.584Z
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 · 2026-10-22T20:52:54.05751887Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 17.50 | 230.1% | 38.5% | |||
| 25Δ | 19.66 | 192.2% | 30.3% | |||
| 30Δ | 21.34 | 195.4% | 27.1% | |||
| 35Δ | 23.08 | 198.9% | 24.1% | |||
| 40Δ | 33.92 | 210.3% | 51.5% | 25.07 | 209.0% | 21.9% |
| 45Δ | 31.43 | 210.3% | 43.5% | 26.74 | 200.1% | 18.6% |
| 50Δ | 29.38 | 214.3% | 37.7% | 28.65 | 199.0% | 16.0% |
| 55Δ | 26.86 | 203.8% | 29.2% | 30.88 | 201.4% | 13.8% |
| 60Δ | 25.19 | 213.9% | 25.8% | 33.50 | 205.1% | 11.8% |
| 65Δ | 23.21 | 210.6% | 20.6% | |||
| 70Δ | 21.38 | 210.9% | 16.4% | |||
| 75Δ | 19.60 | 203.5% | 12.1% | |||
| 80Δ | 17.83 | 201.8% | 8.8% | |||
No recorded observations