Share price$24.00
1D+8.5%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T05:15:29.382Z
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 · 2026-10-22T00:00:01.472718923Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 18.24 | 159.5% | 30.3% | |||
| 25Δ | 19.70 | 156.5% | 26.3% | |||
| 30Δ | 34.38 | 164.4% | 50.4% | 21.07 | 154.6% | 22.9% |
| 35Δ | 32.27 | 166.9% | 43.2% | 22.37 | 154.4% | 20.1% |
| 40Δ | 30.27 | 166.5% | 36.6% | 23.70 | 153.7% | 17.5% |
| 45Δ | 28.47 | 165.4% | 30.9% | 25.10 | 156.5% | 15.5% |
| 50Δ | 26.70 | 161.5% | 25.3% | 26.49 | 155.0% | 13.2% |
| 55Δ | 25.28 | 163.7% | 21.6% | 27.97 | 154.8% | 11.3% |
| 60Δ | 23.82 | 163.1% | 17.9% | 29.95 | 161.2% | 9.8% |
| 65Δ | 22.41 | 161.8% | 14.5% | 31.64 | 158.9% | 8.0% |
| 70Δ | 21.03 | 161.3% | 11.5% | 33.79 | 159.9% | 6.5% |
| 75Δ | 19.61 | 163.8% | 9.1% | |||
| 80Δ | 18.17 | 162.9% | 6.7% | |||
No recorded observations