Share price$20.71
1D-7.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:29:08.089Z
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 · 2026-10-22T23:00:00.001843014Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.11 | 198.7% | 93.8% | 17.58 | 81.0% | 17.9% |
| 25Δ | 31.66 | 147.4% | 57.5% | 18.28 | 73.4% | 15.0% |
| 30Δ | 25.74 | 87.0% | 27.9% | 18.98 | 65.8% | 12.1% |
| 35Δ | 22.30 | 54.9% | 11.2% | 19.68 | 58.2% | 9.1% |
| 40Δ | 21.87 | 56.8% | 10.2% | 20.19 | 53.8% | 7.3% |
| 45Δ | 21.44 | 58.7% | 9.2% | 20.55 | 52.2% | 6.4% |
| 50Δ | 21.01 | 60.5% | 8.1% | 20.91 | 50.5% | 5.5% |
| 55Δ | 20.58 | 62.4% | 7.1% | 21.26 | 48.9% | 4.7% |
| 60Δ | 20.15 | 64.3% | 6.1% | 21.62 | 47.3% | 3.8% |
| 65Δ | 19.49 | 71.5% | 5.5% | 21.98 | 45.7% | 2.9% |
| 70Δ | 18.71 | 81.5% | 5.0% | 22.33 | 44.0% | 2.0% |
| 75Δ | 17.93 | 91.6% | 4.5% | 24.01 | 50.9% | 1.4% |
| 80Δ | 16.81 | 105.9% | 4.0% | 26.85 | 65.4% | 1.1% |
| Date | IV |
|---|---|
| 49.67% | |
| 49.11% |