Share price$21.63
1D
Price history unavailable.
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Market datapartial · fetched 2026-10-22T12:08:47.505Z
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 · 2026-10-22T11:53:05.89297541Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 16.91 | 135.7% | 27.0% | |||
| 25Δ | 18.08 | 132.5% | 23.2% | |||
| 30Δ | 34.04 | 197.3% | 65.6% | 19.16 | 127.3% | 19.8% |
| 35Δ | 31.70 | 199.4% | 56.6% | 20.15 | 123.7% | 16.9% |
| 40Δ | 29.77 | 205.1% | 49.9% | 21.08 | 119.9% | 14.4% |
| 45Δ | 27.57 | 204.9% | 41.9% | 22.00 | 118.8% | 12.4% |
| 50Δ | 25.97 | 212.7% | 37.2% | 22.79 | 112.0% | 10.2% |
| 55Δ | 24.20 | 216.4% | 31.9% | 23.67 | 110.0% | 8.5% |
| 60Δ | 22.52 | 222.1% | 27.3% | 24.57 | 108.6% | 7.1% |
| 65Δ | 20.86 | 230.7% | 23.4% | 25.39 | 104.8% | 5.6% |
| 70Δ | 19.17 | 245.1% | 20.3% | 26.14 | 99.5% | 4.3% |
| 75Δ | 17.31 | 262.0% | 17.2% | 26.87 | 94.0% | 3.1% |
| 80Δ | 15.23 | 285.2% | 14.4% | 27.56 | 87.9% | 2.1% |
No recorded observations