Share price$19.50
1D-2.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:10:29.933Z
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 · 2026-10-22T22:44:34.551868293Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 31.27 | 156.7% | 64.4% | 14.82 | 159.0% | 30.3% |
| 25Δ | 29.20 | 158.4% | 55.1% | 16.00 | 157.7% | 26.4% |
| 30Δ | 26.98 | 153.9% | 45.0% | 17.12 | 153.5% | 22.8% |
| 35Δ | 25.34 | 152.7% | 38.1% | 18.19 | 155.3% | 20.2% |
| 40Δ | 23.95 | 153.1% | 32.6% | 19.26 | 154.6% | 17.6% |
| 45Δ | 22.61 | 151.5% | 27.4% | 20.36 | 153.9% | 15.3% |
| 50Δ | 21.47 | 152.9% | 23.6% | 21.50 | 154.2% | 13.2% |
| 55Δ | 20.36 | 154.3% | 20.0% | 22.70 | 153.8% | 11.2% |
| 60Δ | 19.28 | 156.4% | 16.9% | 24.01 | 154.3% | 9.5% |
| 65Δ | 18.19 | 156.4% | 13.9% | 25.25 | 151.2% | 7.7% |
| 70Δ | 17.10 | 158.2% | 11.3% | 26.96 | 153.6% | 6.2% |
| 75Δ | 16.00 | 157.7% | 8.7% | 29.05 | 156.7% | 4.8% |
| 80Δ | 14.79 | 161.1% | 6.7% | 31.22 | 156.2% | 3.5% |
| Date | IV |
|---|---|
| 143.65% |