Share price$19.86
1D+2.6%
Sold putSold call
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Market dataready · fetched 2026-10-21T17:01:25.892Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:21.643194204Z
FundamentalsAlpha Vantage · ready
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.90 | 78.0% | 5.9% | 18.94 | 78.1% | 5.3% |
| 25Δ | 20.71 | 78.0% | 5.1% | 19.15 | 74.2% | 4.4% |
| 30Δ | 20.51 | 78.1% | 4.4% | 19.33 | 71.6% | 3.7% |
| 35Δ | 20.35 | 76.3% | 3.8% | 19.50 | 69.0% | 3.0% |
| 40Δ | 20.19 | 74.4% | 3.2% | 19.63 | 68.2% | 2.7% |
| 45Δ | 20.03 | 72.5% | 2.6% | 19.76 | 67.5% | 2.3% |
| 50Δ | 19.89 | 72.1% | 2.3% | 19.88 | 66.7% | 1.9% |
| 55Δ | 19.76 | 72.0% | 1.9% | 20.01 | 66.0% | 1.6% |
| 60Δ | 19.62 | 72.0% | 1.6% | 20.15 | 66.0% | 1.4% |
| 65Δ | 19.48 | 72.5% | 1.3% | 20.28 | 66.0% | 1.1% |
| 70Δ | 19.27 | 79.4% | 1.2% | 20.41 | 66.0% | 0.9% |
| 75Δ | 19.06 | 86.2% | 1.0% | 21.40 | 133.6% | 1.4% |
| 80Δ | 18.78 | 91.8% | 0.8% | 21.97 | 147.2% | 1.2% |
| Date | IV |
|---|---|
| 69.96% | |
| 67.52% | |
| 70.52% | |
| 70.72% | |
| 80.17% | |
| 65.34% | |
| 69.72% | |
| 67.60% | |
| 65.63% | |
| 62.70% | |
| 64.87% | |
| 59.00% | |
| 62.83% | |
| 61.38% | |
| 63.02% | |
| 61.68% | |
| 58.63% | |
| 61.76% | |
| 59.05% | |
| 73.33% | |
| 82.19% | |
| 86.35% | |
| 93.53% | |
| 87.99% | |
| 80.07% | |
| 82.90% | |
| 73.60% | |
| 73.76% | |
| 74.62% | |
| 71.75% | |
| 91.69% | |
| 74.52% | |
| 81.97% | |
| 79.80% | |
| 82.44% | |
| 74.81% | |
| 80.40% | |
| 82.92% | |
| 75.72% | |
| 64.25% | |
| 70.31% | |
| 83.86% | |
| 79.16% | |
| 75.76% | |
| 76.72% | |
| 68.16% | |
| 71.78% | |
| 69.72% | |
| 70.50% | |
| 69.73% | |
| 64.16% | |
| 65.59% | |
| 65.81% | |
| 64.27% | |
| 73.78% | |
| 66.42% | |
| 67.37% | |
| 69.45% | |
| 71.47% | |
| 75.76% | |
| 71.94% | |
| 68.63% | |
| 69.19% |