Share price$20.36
1D+2.6%
Sold putSold callAH
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Market dataready · fetched 2026-10-23T06:52:42.476Z
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 · 2026-10-22T23:00:00.003809305Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:42.050335+00:00
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.95 | 75.3% | 24.7% | 16.84 | 95.0% | 20.6% |
| 25Δ | 24.26 | 77.2% | 22.2% | 17.77 | 90.4% | 17.1% |
| 30Δ | 23.57 | 79.2% | 19.7% | 18.44 | 90.0% | 15.1% |
| 35Δ | 22.88 | 81.1% | 17.2% | 19.10 | 89.6% | 13.1% |
| 40Δ | 22.22 | 82.1% | 15.0% | 19.76 | 89.2% | 11.2% |
| 45Δ | 21.61 | 81.9% | 13.1% | 20.42 | 88.7% | 9.6% |
| 50Δ | 21.00 | 81.7% | 11.2% | 21.06 | 88.2% | 8.3% |
| 55Δ | 20.38 | 81.5% | 9.3% | 21.71 | 87.6% | 7.0% |
| 60Δ | 19.80 | 80.4% | 7.7% | 22.36 | 87.1% | 5.7% |
| 65Δ | 19.26 | 77.9% | 6.5% | 23.85 | 102.2% | 5.3% |
| 70Δ | 18.73 | 75.5% | 5.2% | 25.62 | 116.5% | 4.9% |
| 75Δ | 18.19 | 73.0% | 4.0% | 27.45 | 121.0% | 3.9% |
| 80Δ | 17.66 | 70.5% | 2.8% | 29.27 | 125.4% | 2.9% |
| Date | IV |
|---|---|
| 73.85% | |
| 71.55% |