Share price$26.76
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:21:55.527Z
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 · 2026-10-21T20:00:00.26882864Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.28 | 46.2% | 14.6% | 23.71 | 57.2% | 13.3% |
| 25Δ | 29.45 | 43.8% | 11.8% | 24.56 | 51.5% | 10.5% |
| 30Δ | 28.76 | 42.1% | 9.7% | 25.20 | 49.3% | 8.7% |
| 35Δ | 28.37 | 44.4% | 8.9% | 25.66 | 51.2% | 7.8% |
| 40Δ | 27.99 | 46.5% | 8.1% | 26.13 | 51.7% | 6.9% |
| 45Δ | 27.52 | 44.9% | 6.8% | 26.60 | 48.3% | 5.6% |
| 50Δ | 27.05 | 43.4% | 5.6% | 27.08 | 45.9% | 4.5% |
| 55Δ | 26.61 | 44.7% | 4.9% | 27.62 | 49.7% | 4.0% |
| 60Δ | 26.18 | 46.4% | 4.3% | 28.19 | 52.6% | 3.6% |
| 65Δ | 25.74 | 46.5% | 3.7% | 28.79 | 53.5% | 3.0% |
| 70Δ | 25.29 | 45.7% | 3.0% | 29.39 | 53.4% | 2.3% |
| 75Δ | 24.81 | 45.4% | 2.3% | 30.00 | 52.7% | 1.7% |
| 80Δ | 24.23 | 46.4% | 1.8% | 30.58 | 50.5% | 1.2% |
No recorded observations