Share price$19.80
1D-0.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:14:45.565Z
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 · 2026-10-22T00:00:00.044440314Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.65 | 65.1% | 21.4% | 17.57 | 56.0% | 13.2% |
| 25Δ | 21.99 | 47.9% | 13.0% | 18.38 | 43.2% | 9.1% |
| 30Δ | 21.64 | 50.2% | 11.9% | 18.99 | 33.2% | 6.0% |
| 35Δ | 21.29 | 52.5% | 10.8% | 19.21 | 30.0% | 5.0% |
| 40Δ | 20.92 | 53.7% | 9.6% | 19.42 | 26.8% | 4.0% |
| 45Δ | 20.48 | 50.4% | 7.9% | 19.63 | 23.7% | 3.1% |
| 50Δ | 20.05 | 47.0% | 6.1% | 19.84 | 20.5% | 2.1% |
| 55Δ | 19.68 | 48.6% | 5.4% | 20.11 | 18.8% | 1.4% |
| 60Δ | 19.32 | 50.7% | 4.7% | 20.63 | 22.1% | 1.2% |
| 65Δ | 18.96 | 52.9% | 4.1% | 21.14 | 25.5% | 1.0% |
| 70Δ | 18.47 | 56.3% | 3.6% | 21.65 | 28.8% | 0.8% |
| 75Δ | 17.98 | 59.8% | 3.0% | 22.17 | 32.1% | 0.6% |
| 80Δ | 17.06 | 72.8% | 2.8% | 22.68 | 35.5% | 0.5% |
No recorded observations