Share price$22.27
1D+1.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-22T05:16:58.388Z
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 · 2026-10-22T00:00:00.095137978Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T05:16:54.598101+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.38 | 62.8% | 20.3% | 19.41 | 66.1% | 15.1% |
| 25Δ | 25.19 | 56.2% | 15.3% | 20.03 | 66.5% | 13.1% |
| 30Δ | 24.60 | 56.3% | 13.3% | 20.58 | 67.6% | 11.7% |
| 35Δ | 24.11 | 57.9% | 11.8% | 21.13 | 67.8% | 10.2% |
| 40Δ | 23.64 | 59.4% | 10.5% | 21.67 | 65.4% | 8.6% |
| 45Δ | 23.16 | 60.8% | 9.3% | 22.19 | 63.6% | 7.2% |
| 50Δ | 22.68 | 60.1% | 8.0% | 22.69 | 62.6% | 6.1% |
| 55Δ | 22.19 | 58.1% | 6.5% | 23.26 | 64.2% | 5.2% |
| 60Δ | 21.79 | 54.4% | 5.3% | 23.96 | 70.2% | 4.7% |
| 65Δ | 21.45 | 49.6% | 4.1% | 24.52 | 68.6% | 3.8% |
| 70Δ | 21.10 | 44.7% | 3.0% | 25.08 | 66.4% | 2.9% |
| 75Δ | 20.55 | 47.6% | 2.4% | 25.65 | 63.9% | 2.1% |
| 80Δ | 19.94 | 52.4% | 2.1% | 27.29 | 74.7% | 1.8% |
No recorded observations