Share price$25.69
1D+0.3%
Sold putSold call
Necessary cookies keep sign-in working. Analytics is optional and helps us understand product usage.
Consent could not be saved. Analytics is off. Retry your choice here.
Market datapartial · fetched 2026-10-23T19:15:02.474Z
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 · 2026-10-23T19:14:30.535673059Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 22.65 | 146.1% | 21.8% | |||
| 35Δ | 24.33 | 142.8% | 20.1% | |||
| 40Δ | 26.01 | 139.6% | 18.5% | |||
| 45Δ | 27.69 | 136.3% | 16.8% | |||
| 50Δ | 29.37 | 133.0% | 15.2% | |||
| 55Δ | 31.05 | 129.7% | 13.5% | |||
| 60Δ | 32.73 | 126.5% | 11.9% | |||
| 65Δ | 34.41 | 123.2% | 10.2% | |||
| 70Δ | 36.09 | 119.9% | 8.5% | |||
| 75Δ | 37.77 | 116.6% | 6.9% | |||
| 80Δ | 22.36 | 67.8% | 2.5% | 39.44 | 113.4% | 5.2% |
| Date | IV |
|---|---|
| 63.77% | |
| 62.57% | |
| 66.55% |