Share price$22.15
1D-0.1%
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 2026-10-22T10:49:25.076Z
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 · 2026-10-21T20:00:00.225309736Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 32.67 | 132.1% | 51.0% | 17.38 | 132.8% | 26.6% |
| 25Δ | 30.08 | 126.1% | 40.3% | 18.59 | 127.3% | 22.6% |
| 30Δ | 28.48 | 125.4% | 34.2% | 19.65 | 124.7% | 19.5% |
| 35Δ | 26.95 | 122.7% | 28.5% | 20.64 | 122.9% | 16.9% |
| 40Δ | 25.73 | 122.0% | 24.3% | 21.60 | 120.8% | 14.5% |
| 45Δ | 24.63 | 122.1% | 20.8% | 22.53 | 118.8% | 12.4% |
| 50Δ | 23.58 | 122.1% | 17.7% | 23.48 | 117.7% | 10.6% |
| 55Δ | 22.61 | 124.6% | 15.3% | 24.47 | 117.1% | 9.0% |
| 60Δ | 21.64 | 125.9% | 13.0% | 25.53 | 117.3% | 7.5% |
| 65Δ | 20.65 | 122.8% | 10.3% | 26.79 | 119.5% | 6.3% |
| 70Δ | 19.68 | 121.7% | 8.2% | 28.17 | 120.9% | 5.1% |
| 75Δ | 18.68 | 122.5% | 6.5% | 29.81 | 122.9% | 4.0% |
| 80Δ | 17.58 | 124.4% | 4.9% | 31.62 | 122.6% | 2.8% |
No recorded observations