Share price$23.50
1D+2.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T21:10:51.364Z
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 · 2026-10-22T20:10:00.001883737Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 43.76 | 195.5% | 91.0% | 18.59 | 125.2% | 25.7% |
| 25Δ | 37.35 | 170.2% | 64.6% | 19.75 | 125.9% | 22.4% |
| 30Δ | 33.47 | 155.6% | 49.1% | 20.83 | 127.0% | 19.9% |
| 35Δ | 29.81 | 141.2% | 34.5% | 21.90 | 128.1% | 17.5% |
| 40Δ | 28.03 | 129.3% | 27.7% | 22.97 | 128.5% | 15.3% |
| 45Δ | 26.25 | 117.4% | 20.9% | 24.05 | 127.8% | 13.3% |
| 50Δ | 24.72 | 110.3% | 15.6% | 25.17 | 127.4% | 11.3% |
| 55Δ | 23.80 | 114.3% | 13.8% | 26.58 | 129.6% | 9.9% |
| 60Δ | 22.88 | 118.4% | 12.0% | 27.99 | 131.8% | 8.4% |
| 65Δ | 21.87 | 122.0% | 10.3% | 29.40 | 134.0% | 7.0% |
| 70Δ | 20.80 | 125.3% | 8.5% | 31.44 | 138.5% | 5.7% |
| 75Δ | 19.76 | 126.4% | 6.8% | 33.95 | 144.8% | 4.5% |
| 80Δ | 18.76 | 120.3% | 5.0% | 38.16 | 158.5% | 3.5% |
| Date | IV |
|---|---|
| 109.33% | |
| 107.58% |