Share price$22.31
1D+1.3%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T04:39:47.741Z
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 · 2026-10-21T22:32:02.680422189Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 28.16 | 90.0% | 29.4% | 17.61 | 126.9% | 25.9% |
| 25Δ | 29.63 | 118.7% | 37.3% | 19.09 | 102.1% | 19.3% |
| 30Δ | 28.87 | 113.6% | 34.2% | 20.23 | 82.7% | 14.3% |
| 35Δ | 27.35 | 97.1% | 27.4% | 20.81 | 71.9% | 11.6% |
| 40Δ | 25.84 | 80.6% | 20.6% | 21.40 | 61.1% | 9.0% |
| 45Δ | 24.32 | 64.1% | 13.8% | 21.99 | 50.4% | 6.4% |
| 50Δ | 22.80 | 47.7% | 7.0% | 22.62 | 41.6% | 4.0% |
| 55Δ | 22.09 | 48.1% | 5.3% | 23.51 | 45.0% | 3.6% |
| 60Δ | 21.58 | 52.7% | 4.8% | 24.39 | 48.4% | 3.1% |
| 65Δ | 21.07 | 57.4% | 4.3% | 25.27 | 51.8% | 2.7% |
| 70Δ | 20.56 | 62.0% | 3.8% | 26.16 | 55.2% | 2.2% |
| 75Δ | 20.05 | 66.7% | 3.4% | 27.04 | 58.6% | 1.8% |
| 80Δ | 18.04 | 101.5% | 3.5% | 27.93 | 62.0% | 1.3% |
No recorded observations