Share price$25.91
1D+1.1%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T23:15:04.617Z
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 · 2026-10-23T20:00:00.182356486Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.66 | 223.3% | 37.5% | |||
| 25Δ | 20.97 | 177.8% | 28.5% | |||
| 30Δ | 22.77 | 144.6% | 21.6% | |||
| 35Δ | 36.64 | 189.1% | 50.9% | 24.01 | 122.3% | 16.8% |
| 40Δ | 31.85 | 151.4% | 32.4% | 25.12 | 103.3% | 12.7% |
| 45Δ | 29.29 | 127.3% | 22.6% | 25.70 | 97.3% | 11.3% |
| 50Δ | 27.98 | 112.1% | 17.8% | 26.29 | 91.2% | 9.9% |
| 55Δ | 26.66 | 96.8% | 13.0% | 26.87 | 85.2% | 8.5% |
| 60Δ | 25.35 | 81.5% | 8.2% | 27.45 | 79.2% | 7.1% |
| 65Δ | 24.59 | 74.2% | 6.1% | 28.04 | 73.1% | 5.7% |
| 70Δ | 24.04 | 69.6% | 4.9% | 28.62 | 67.1% | 4.3% |
| 75Δ | 23.49 | 65.1% | 3.8% | 29.20 | 61.0% | 2.9% |
| 80Δ | 22.94 | 60.6% | 2.6% | 29.79 | 55.0% | 1.5% |
| Date | IV |
|---|---|
| 63.77% | |
| 62.57% | |
| 66.55% |