Share price$22.57
1D+0.0%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:42.249Z
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 · 2026-10-23T00:00:01.337204681Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 26.60 | 61.5% | 19.6% | 20.06 | 56.5% | 13.0% |
| 25Δ | 25.17 | 50.2% | 13.5% | 20.84 | 48.5% | 9.8% |
| 30Δ | 24.40 | 44.2% | 10.3% | 21.36 | 43.1% | 7.8% |
| 35Δ | 23.82 | 39.6% | 8.0% | 21.82 | 38.5% | 6.0% |
| 40Δ | 23.42 | 36.3% | 6.5% | 22.17 | 36.1% | 4.8% |
| 45Δ | 23.02 | 33.1% | 5.0% | 22.44 | 35.1% | 4.1% |
| 50Δ | 22.76 | 32.0% | 4.3% | 22.72 | 34.1% | 3.4% |
| 55Δ | 22.51 | 31.1% | 3.6% | 22.99 | 33.1% | 2.6% |
| 60Δ | 22.27 | 30.1% | 3.0% | 23.29 | 33.1% | 2.2% |
| 65Δ | 22.02 | 29.1% | 2.3% | 23.58 | 33.2% | 1.8% |
| 70Δ | 21.76 | 28.7% | 1.9% | 23.87 | 33.2% | 1.4% |
| 75Δ | 21.50 | 28.3% | 1.6% | 24.29 | 34.4% | 1.0% |
| 80Δ | 21.24 | 28.0% | 1.2% | 24.80 | 36.5% | 0.7% |
| Date | IV |
|---|---|
| 28.50% | |
| 118.94% |