Share price$21.47
1D-8.9%
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 2026-10-22T16:20:55.413Z
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 · 2026-10-22T16:20:52.591842993Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.90 | 174.7% | 76.3% | 15.98 | 180.0% | 33.0% |
| 25Δ | 33.90 | 174.0% | 63.7% | 17.44 | 175.1% | 28.5% |
| 30Δ | 31.00 | 168.6% | 51.6% | 18.78 | 179.1% | 25.5% |
| 35Δ | 29.13 | 170.3% | 44.6% | 20.14 | 179.2% | 22.4% |
| 40Δ | 26.90 | 163.1% | 35.6% | 21.52 | 178.6% | 19.6% |
| 45Δ | 25.53 | 167.0% | 31.3% | 22.97 | 179.4% | 17.1% |
| 50Δ | 24.09 | 167.8% | 26.6% | 24.47 | 179.4% | 14.8% |
| 55Δ | 22.67 | 166.4% | 22.1% | 26.05 | 178.8% | 12.6% |
| 60Δ | 21.32 | 164.2% | 18.0% | 27.89 | 180.5% | 10.7% |
| 65Δ | 20.07 | 168.2% | 15.2% | 29.90 | 180.7% | 8.8% |
| 70Δ | 18.80 | 166.5% | 12.0% | 32.90 | 188.9% | 7.3% |
| 75Δ | 17.54 | 164.3% | 9.2% | 35.43 | 187.2% | 5.6% |
| 80Δ | 16.19 | 166.6% | 6.9% | 39.59 | 192.8% | 4.1% |
No recorded observations