Share price$19.32
1D-0.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T06:12:48.162Z
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 · 2026-10-22T23:00:00.002559191Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 23.31 | 68.7% | 22.6% | 16.42 | 76.0% | 17.6% |
| 25Δ | 22.35 | 66.5% | 18.2% | 17.23 | 71.5% | 14.1% |
| 30Δ | 21.82 | 66.8% | 16.3% | 17.81 | 69.5% | 12.0% |
| 35Δ | 21.28 | 67.0% | 14.3% | 18.28 | 68.6% | 10.6% |
| 40Δ | 20.75 | 67.3% | 12.4% | 18.75 | 67.8% | 9.2% |
| 45Δ | 20.21 | 67.5% | 10.4% | 19.22 | 66.9% | 7.8% |
| 50Δ | 19.72 | 67.7% | 8.9% | 19.69 | 66.1% | 6.5% |
| 55Δ | 19.25 | 67.9% | 7.8% | 20.17 | 65.3% | 5.3% |
| 60Δ | 18.78 | 68.2% | 6.7% | 20.67 | 64.7% | 4.5% |
| 65Δ | 18.31 | 68.4% | 5.6% | 21.18 | 64.1% | 3.7% |
| 70Δ | 17.84 | 68.6% | 4.5% | 21.68 | 63.5% | 2.9% |
| 75Δ | 17.25 | 70.9% | 3.5% | 22.19 | 62.9% | 2.1% |
| 80Δ | 16.35 | 78.6% | 2.9% | 25.44 | 83.2% | 1.7% |
| Date | IV |
|---|---|
| 54.87% | |
| 56.80% |