Share price$19.66
1D-0.1%
Sold putSold call
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Market datapartial · fetched 2026-10-22T18:31:49.738Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
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 · 2026-10-22T17:09:28.141519707Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | 20.40 | 31.7% | 3.2% | |||
| 60Δ | 20.90 | 33.3% | 2.8% | |||
| 65Δ | 21.40 | 34.8% | 2.3% | |||
| 70Δ | 21.90 | 36.4% | 1.8% | |||
| 75Δ | 22.40 | 38.0% | 1.4% | |||
| 80Δ | 22.90 | 39.6% | 0.9% | |||
| Date | IV |
|---|---|
| 148.41% |