Share price$20.00
1D+0.0%
Sold putSold call
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Market dataready · fetched 2026-10-22T16:00:58.168Z
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 · 2026-10-22T15:16:34.71810553Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:55:51.167270+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.73 | 72.0% | 21.4% | |||
| 25Δ | 17.36 | 71.8% | 19.8% | |||
| 30Δ | 18.00 | 71.5% | 18.2% | |||
| 35Δ | 18.64 | 71.3% | 16.7% | |||
| 40Δ | 19.27 | 71.1% | 15.1% | |||
| 45Δ | 19.91 | 70.8% | 13.5% | |||
| 50Δ | 20.55 | 70.6% | 12.0% | |||
| 55Δ | 21.18 | 70.3% | 10.4% | |||
| 60Δ | 21.82 | 70.1% | 8.8% | |||
| 65Δ | 22.46 | 69.9% | 7.3% | |||
| 70Δ | 23.09 | 69.6% | 5.7% | |||
| 75Δ | 23.73 | 69.4% | 4.1% | |||
| 80Δ | 24.36 | 69.1% | 2.6% | |||
| Date | IV |
|---|---|
| 34.05% | |
| 33.57% |