Share price$19.05
1D-2.2%
Sold putSold callAH
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 2026-10-23T06:02:57.181Z
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 · 2026-10-23T00:00:01.101635745Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 15.09 | 127.2% | 25.6% | |||
| 25Δ | 25.83 | 126.1% | 40.1% | 16.30 | 108.1% | 19.7% |
| 30Δ | 23.29 | 104.7% | 27.1% | 17.21 | 94.9% | 15.5% |
| 35Δ | 21.93 | 94.4% | 20.5% | 17.93 | 85.9% | 12.4% |
| 40Δ | 20.91 | 85.4% | 15.7% | 18.49 | 78.8% | 10.1% |
| 45Δ | 20.15 | 78.6% | 12.4% | 19.03 | 72.5% | 8.0% |
| 50Δ | 19.56 | 72.1% | 9.7% | 19.54 | 73.9% | 7.0% |
| 55Δ | 19.00 | 65.6% | 7.3% | 20.05 | 75.2% | 6.0% |
| 60Δ | 18.57 | 64.7% | 6.1% | 20.58 | 74.7% | 5.0% |
| 65Δ | 18.14 | 63.9% | 5.0% | 21.14 | 74.3% | 4.0% |
| 70Δ | 17.72 | 62.1% | 4.0% | 21.76 | 74.4% | 3.2% |
| 75Δ | 17.32 | 60.0% | 3.1% | 22.44 | 74.1% | 2.4% |
| 80Δ | 16.86 | 59.0% | 2.2% | 23.34 | 75.9% | 1.8% |
| Date | IV |
|---|---|
| 75.29% | |
| 78.89% |