Share price$24.55
1D-1.9%
Sold putSold call
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Market datapartial · fetched 2026-10-22T15:15:52.944Z
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 · 2026-10-22T15:15:48.192703571Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 29.19 | 62.2% | 21.1% | 21.38 | 63.0% | 15.0% |
| 25Δ | 28.52 | 63.9% | 19.2% | 22.42 | 55.4% | 11.2% |
| 30Δ | 27.85 | 65.7% | 17.3% | 22.97 | 56.0% | 10.0% |
| 35Δ | 27.18 | 67.4% | 15.4% | 23.48 | 57.4% | 8.9% |
| 40Δ | 26.50 | 69.2% | 13.6% | 23.98 | 58.7% | 7.9% |
| 45Δ | 25.83 | 71.0% | 11.7% | 24.49 | 60.1% | 6.9% |
| 50Δ | 25.16 | 72.7% | 9.8% | 25.00 | 61.5% | 5.9% |
| 55Δ | 24.52 | 72.6% | 8.4% | 25.54 | 59.0% | 5.2% |
| 60Δ | 23.89 | 71.8% | 7.1% | 26.09 | 56.6% | 4.6% |
| 65Δ | 23.26 | 71.1% | 5.8% | 26.63 | 54.1% | 3.9% |
| 70Δ | 22.63 | 70.4% | 4.6% | 27.18 | 51.7% | 3.2% |
| 75Δ | 21.90 | 70.3% | 3.6% | 27.72 | 49.3% | 2.6% |
| 80Δ | 21.13 | 70.5% | 2.8% | 28.27 | 46.8% | 1.9% |
| Date | IV |
|---|---|
| 50.92% | |
| 49.38% |