Share price$19.62
1D-1.4%
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 dataready · fetched 2026-10-22T20:46:43.595Z
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 · 2026-10-22T20:00:00.419119446Z
FundamentalsAlpha Vantage · ready · fetched 2026-10-22T20:46:42.036897+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.28 | 154.9% | 63.5% | 14.90 | 160.2% | 30.4% |
| 25Δ | 29.22 | 156.5% | 54.3% | 16.08 | 159.0% | 26.6% |
| 30Δ | 27.01 | 151.9% | 44.3% | 17.21 | 155.5% | 23.0% |
| 35Δ | 25.38 | 150.8% | 37.5% | 18.30 | 157.3% | 20.4% |
| 40Δ | 24.00 | 151.0% | 32.0% | 19.40 | 156.5% | 17.8% |
| 45Δ | 22.66 | 148.9% | 26.8% | 20.52 | 156.5% | 15.5% |
| 50Δ | 21.53 | 150.3% | 23.0% | 21.70 | 156.8% | 13.4% |
| 55Δ | 20.42 | 151.3% | 19.5% | 22.93 | 156.7% | 11.4% |
| 60Δ | 19.36 | 153.0% | 16.5% | 24.27 | 156.8% | 9.6% |
| 65Δ | 18.29 | 152.8% | 13.5% | 25.63 | 155.0% | 7.8% |
| 70Δ | 17.22 | 153.7% | 10.9% | 27.48 | 158.1% | 6.3% |
| 75Δ | 16.14 | 152.9% | 8.4% | 29.63 | 160.8% | 5.0% |
| 80Δ | 15.00 | 154.0% | 6.3% | 32.11 | 162.1% | 3.6% |
| Date | IV |
|---|---|
| 143.65% |