Share price$20.40
1D+4.0%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T23:45:42.293Z
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 · 2026-10-22T23:00:00.003824247Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:39.197456+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.31 | 47.3% | 15.6% | 17.81 | 62.2% | 14.7% |
| 25Δ | 30.52 | 154.1% | 55.0% | 18.36 | 57.0% | 12.4% |
| 30Δ | 31.01 | 166.4% | 58.4% | 18.91 | 51.8% | 10.1% |
| 35Δ | 29.15 | 146.1% | 49.2% | 19.46 | 46.5% | 7.8% |
| 40Δ | 27.28 | 125.7% | 40.1% | 20.01 | 41.4% | 5.5% |
| 45Δ | 25.41 | 105.4% | 30.9% | 20.45 | 44.9% | 5.0% |
| 50Δ | 23.55 | 85.1% | 21.8% | 20.90 | 48.5% | 4.6% |
| 55Δ | 21.68 | 64.7% | 12.6% | 21.35 | 52.0% | 4.1% |
| 60Δ | 21.79 | 55.5% | 3.7% | |||
| 65Δ | 22.24 | 59.0% | 3.2% | |||
| 70Δ | 22.81 | 61.5% | 2.7% | |||
| 75Δ | 23.57 | 62.5% | 2.1% | |||
| 80Δ | 24.33 | 63.5% | 1.5% | |||
| Date | IV |
|---|---|
| 45.39% | |
| 39.74% |