Share price$21.16
1D-1.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:13:23.239Z
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 · 2026-10-22T20:10:00.002772418Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.58 | 70.1% | 22.9% | 18.61 | 61.4% | 14.2% |
| 25Δ | 24.01 | 57.7% | 15.7% | 19.12 | 63.4% | 12.6% |
| 30Δ | 23.55 | 60.5% | 14.3% | 19.60 | 65.1% | 11.3% |
| 35Δ | 23.10 | 63.2% | 13.0% | 20.10 | 67.3% | 10.0% |
| 40Δ | 22.60 | 64.4% | 11.5% | 20.61 | 71.4% | 9.2% |
| 45Δ | 22.09 | 65.2% | 10.0% | 21.10 | 72.8% | 8.2% |
| 50Δ | 21.59 | 58.6% | 7.9% | 21.53 | 65.8% | 6.5% |
| 55Δ | 21.08 | 50.4% | 5.6% | 21.96 | 58.7% | 4.8% |
| 60Δ | 20.58 | 57.4% | 5.3% | 22.50 | 60.0% | 4.1% |
| 65Δ | 20.07 | 67.6% | 5.3% | 23.04 | 61.5% | 3.4% |
| 70Δ | 19.48 | 70.8% | 4.5% | 23.43 | 58.0% | 2.6% |
| 75Δ | 18.87 | 72.6% | 3.7% | 23.82 | 54.5% | 1.8% |
| 80Δ | 18.21 | 73.1% | 2.8% | 25.23 | 64.5% | 1.5% |
| Date | IV |
|---|---|
| 56.70% | |
| 56.18% |