Share price$20.01
1D+1.2%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T23:27:27.464Z
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 · 2026-10-22T20:00:00.209416455Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.19 | 59.8% | 18.0% | 15.24 | 148.1% | 29.3% |
| 25Δ | 24.05 | 86.5% | 23.9% | 16.14 | 127.4% | 24.5% |
| 30Δ | 24.92 | 113.2% | 29.8% | 17.04 | 106.7% | 19.8% |
| 35Δ | 24.01 | 99.9% | 25.1% | 17.93 | 86.0% | 15.1% |
| 40Δ | 22.92 | 82.6% | 19.5% | 18.83 | 65.3% | 10.3% |
| 45Δ | 21.84 | 65.4% | 13.8% | 19.73 | 44.6% | 5.6% |
| 50Δ | 20.75 | 48.1% | 8.1% | 20.76 | 42.3% | 3.9% |
| 55Δ | 19.89 | 36.4% | 4.1% | 21.84 | 48.0% | 3.5% |
| 60Δ | 19.55 | 36.8% | 3.6% | 22.93 | 53.6% | 3.0% |
| 65Δ | 19.21 | 37.3% | 3.1% | 24.01 | 59.3% | 2.6% |
| 70Δ | 18.87 | 37.8% | 2.7% | 25.10 | 65.0% | 2.2% |
| 75Δ | 18.53 | 38.2% | 2.2% | 26.18 | 70.6% | 1.8% |
| 80Δ | 18.19 | 38.7% | 1.7% | 27.27 | 76.3% | 1.4% |
| Date | IV |
|---|---|
| 34.05% | |
| 33.57% |